OPTIMAL DISCRIMINATION DESIGNS

• 成果类型: Article
• 署名作者: Dette, Holger; Titoff, Stefanie
• 署名单位: Ruhr University Bochum
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/08-AOS635
• 发表日期: 2009
• 页码: 2056-2082
• 关键词: exponential regression-models; 2 rival models; POLYNOMIAL REGRESSION; EQUIVALENCE; criteria

摘要

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