On the duality between locally optimal tests and optimal experimental designs (Q1069250)
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English | On the duality between locally optimal tests and optimal experimental designs |
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On the duality between locally optimal tests and optimal experimental designs (English)
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1985
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This paper presents a duality relationship between the problem of finding tests with maximal power curvature and the problem of characterizing optimal experimental designs. In particular it provides a statistical interpretation in the sense that it is an optimal test problem which together with the optimal design problem forms a dual pair. The statistical appeal comes from the fact that in the optimal test problem a design is fixed and an optimal test procedure is sought while in the optimal design problem a procedure is fixed and an optimal design is sought.
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power function
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Hesse matrices
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duality relationship
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tests with maximal power curvature
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optimal test problem
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optimal design problem
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