Model-oriented design of experiments (Q1363216)

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Model-oriented design of experiments
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    Model-oriented design of experiments (English)
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    19 August 1997
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    ``These lecture notes are based on ... courses given by V. Fedorov'' on the theory of optimal design of experiments. Although the book is written for ``graduate students in statistics, ... (it) demands only a moderate background in calculus, matrix algebra and statistics'' (from the preface). The lecture notes are self--contained and they present the traditional theory and methods of experimental design in an expository way. The first four chapters contain: 1. Some Facts From Regression Analysis; 2. Convex Design Theory; 3. Numerical Techniques; and 4. Optimal Design under Constraints. The final Chapter 5, Special Cases and Applications, provides a survey of the more recent results obtained by the first author since the publication of his monograph ``Theory of Optimal Experiments.'' (Russian)(1971; Zbl 0261.62002), an English translation appeared one year later, which was a milestone in the development of the theory of optimal design. This last chapter, which constitutes about one third of the book, covers, in particular, design problems for time--dependent models, for random and mixed effect models, for situations where deviations from the model may occur, and for model discrimination. References are given to textbooks relevant for the topic of optimal designs.
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    linear and nonlinear regression
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    constrained optimization
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    numerical algorithms
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    mixed models
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    model discrimination
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