Optimal discrimination designs

Details Optimal discrimination designs Optimal discrimination designs

2009-08-13

arxiv.org/abs/0908.1912v1

Annals of Statistics 2009, Vol. 37, No. 4, 2056-2082

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/08-AOS635 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/08-AOS635

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.

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