Optimal Design of Experiments (Classics in Applied Mathematics, Series Number 50) - Softcover

Pukelsheim, Friedrich

Softcover

ISBN 10: 0898716047 ISBN 13: 9780898716047

Publisher: Society for Industrial and Applied Mathematics, 2006

Synopsis

Optimal Design of Experiments offers a rare blend of linear algebra, convex analysis, and statistics. The optimal design for statistical experiments is first formulated as a concave matrix optimization problem. Using tools from convex analysis, the problem is solved generally for a wide class of optimality criteria such as D-, A-, or E-optimality. The book then offers a complementary approach that calls for the study of the symmetry properties of the design problem, exploiting such notions as matrix majorization and the Kiefer matrix ordering. The results are illustrated with optimal designs for polynomial fit models, Bayes designs, balanced incomplete block designs, exchangeable designs on the cube, rotatable designs on the sphere, and many other examples.

About this title

About the Author

Friedrich Pukelsheim is Chair of Stochastics and Its Applications at the Institute for Mathematics, University of Augsburg, Germany. He is a member of the Institute of Mathematical Statistics, the International Statistical Institute, and Deutsche Mathematiker-Vereinigung. He serves as editor of Metrika International Journal for Theoretical and Applied Statistics.

Edition details

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 2006
• Language: English
• ISBN 10: 0898716047
• ISBN 13: 9780898716047
• Binding: Paperback
• Number of pages: 454