Optimal design of experiments /
Friedrich Pukelsheim
- New York : John Wiley & Son, Inc., c1993
- xxiii, 454 pages; 24 cm.
Includes bibliographical references and index.
Chapter1. Experimental design -- Chapter2.Optimal designs for scalar parameter system -- Chapter3. Information matrices -- Chapter4. Loewner optimality -- Chapter5. Real Optimality criteria -- Chapter6. Matrix means -- Chapter7. The general equivalence theorem -- Chapter8. Optimal moment matrices and optimal designs -- Chapter9. D-,A-,E-,T-optimality -- Chapter10. Admissibility of moment and information matrices -- Chapter11. Bayes designs and discrimination designs -- Chapter12. Efficient designs for finite sample -- Chapter13. Invariant design problem -- Chapter14. Kiefer optimality -- Chapter15. Rotatability and response surface designs .
The design problems originate from statistics, but are solved using special tools from linear algebra and convex analysis, such as the information matrix mapping of chapter 3 and the information function of chapter 5. It is hoped that the exposition conveys some of the fascinate that grows out of merging three otherwise distinct mathematical disciplines.