Skip to main navigation Skip to search Skip to main content

Optimal Design of Experiments Subject to Correlated Errors

  • Andrej Pazman
  • , Werner Müller

Publication: Working/Discussion PaperWU Working Paper and Case

116 Downloads (Pure)

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 Papes and Cases

  • Forschungsberichte / Institut für Statistik

Cite this