Optimal design of experiments

 Optimal design of experiments
Author(s):Friedrich Pukelsheim
Collection:Classics in applied mathematics 50
Publisher:Society for Industrial and Applied Mathematics
Year:2006
Language:English
Pages:487 pages
Size:3.64 MB
Extension:DJVU


[tab] [content title="Description"]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. Since the book’s initial publication in 1993, readers have used its methods to derive optimal designs on the circle, optimal mixture designs, and optimal designs in other statistical models. Using local linearization techniques, the methods described in the book prove useful even for nonlinear cases, in identifying practical designs of experiments. Audience This book is indispensable for anyone involved in planning statistical experiments, including mathematical statisticians, applied statisticians, and mathematicians interested in matrix optimization problems. [/content] [content title="Content"] [/content] [content title="About the author"]Friedrich Pukelsheim was born on 8 September, 1948 in Solingen, North Rhine-Westphalia, Germany, is an Actor. Discover Friedrich Pukelsheim's Biography, Age, Height, Physical Stats, Dating/Affairs, Family and career updates. Learn How rich is She in this year and how She spends money? Also learn how She earned most of networth at the age of 73 years old? [/content] [/tab]

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