English

Optimal discrimination designs

Statistics Theory 2009-08-14 v1 Statistics Theory

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 TT-optimality criterion are derived, which in many circumstances allow an explicit determination of TT-optimal designs. It is also demonstrated, that in nested linear models the number of support points of TT-optimal designs is usually too small to estimate all parameters in the extended model. In many cases TT-optimal designs are usually not unique, and in this situation we give a characterization of all TT-optimal designs. Finally, TT-optimal designs are compared with optimal discriminating designs with respect to alternative criteria by means of a small simulation study.

Keywords

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)

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