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Optimal Design of Experiments (Classics in Applied Mathematics) PDF

487 Pages·2006·45.394 MB·English
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by Friedrich Pukelsheim| 2006| 487 pages| 45.394| English

About Optimal Design of Experiments (Classics in Applied Mathematics)

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.

Detailed Information

Author:Friedrich Pukelsheim
Publication Year:2006
ISBN:9780898716047
Pages:487
Language:English
File Size:45.394
Format:PDF
Price:FREE
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