Optimal discrimination designs
Abstract
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular -optimality criterion are derived, which in many circumstances allow an explicit determination of -optimal designs. It is also demonstrated, that in nested linear models the number of support points of -optimal designs is usually too small to estimate all parameters in the extended model. In many cases -optimal designs are usually not unique, and in this situation we give a characterization of all -optimal designs. Finally, -optimal designs are compared with optimal discriminating designs with respect to alternative criteria by means of a small simulation study.
Cite
@article{arxiv.0908.1912,
title = {Optimal discrimination designs},
author = {Holger Dette and Stefanie Titoff},
journal= {arXiv preprint arXiv:0908.1912},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.1214/08-AOS635 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)