Optimal Design of Experiments Subject to Correlated Errors

Andrej Pazman, Werner Müller

Publikation: Working/Discussion PaperWU Working Paper

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Abstract

In this paper we consider optimal design of experiments in the case of correlated observations, when no replications are possible. This situation is typical when observing a random process or random field with known covariance structure. We present a theorem which demonstrates that the computation of optimum exact designs corresponds to solving minimization problems in terms of design measures. (author's abstract)
OriginalspracheEnglisch
ErscheinungsortVienna
HerausgeberDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
PublikationsstatusVeröffentlicht - 2000

Publikationsreihe

NameForschungsberichte / Institut für Statistik
Nr.77

WU Working Paper Reihe

  • Forschungsberichte / Institut für Statistik

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