On the duality between locally optimal tests and optimal experimental designs

DOI10.1016/0024-3795(85)90183-1MaRDI QIDQ1069250zbMATH OpenOpenAlexFDO

Authors Ulrich Müller-Funk, Friedrich Pukelsheim, Hermann Witting

Publication date 1985

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(85)90183-1

zbMATH Keywords

duality relationshipHesse matricesoptimal design problemoptimal test problempower functiontests with maximal power curvature

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Optimal statistical designs (62K05)

Review text

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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Cited in

(5)

• Excess of locally D-optimal designs and homothetic transformations
• Locally Optimal Tests for Multiparameter Hypotheses
• scientific article; zbMATH DE number 4124824 (Why is no real title available?)
• scientific article; zbMATH DE number 774829 (Why is no real title available?)
• A note on the de la Garza phenomenon for locally optimal designs

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