Optimal Design of Experiments Subject to Correlated Errors

Andrej Pazman, Werner Müller

Publication: 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)

Publication series

SeriesForschungsberichte / Institut für Statistik
Number77

WU Working Paper Series

  • Forschungsberichte / Institut für Statistik

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