Optimal Design of Experiments Subject to Correlated Errors

Pazman, Andrej and Müller, Werner (2000) Optimal Design of Experiments Subject to Correlated Errors. Forschungsberichte / Institut für Statistik, 77. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.


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In this paper we consider optimal design of experiments in the case of correlated observations, when no replications are possible. This situation is typical when observing a random process or random field with known covariance structure. We present a theorem which demonstrates that the computation of optimum exact designs corresponds to solving minimization problems in terms of design measures. (author's abstract)

Item Type: Paper
Keywords: design measure / approximate information matrix / random field
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 12 Jul 2006 05:54
Last Modified: 22 Oct 2019 00:41
URI: https://epub.wu.ac.at/id/eprint/64


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