Annals of Mathematical Statistics

The Sequential Generation of $D$-Optimum Experimental Designs

Henry P. Wynn

Full-text: Open access

Abstract

It is possible to obtain convergence to a $D$-optimum measure, as defined by Kiefer and Wolfowitz, by successively adding points to a given initial experimental design. The points added correspond to points of maximum variance of the usual least squares estimate of the response mean for the particular regression model at each stage. A new bound is given for the generalized variances involved and an example is worked out.

Article information

Source
Ann. Math. Statist., Volume 41, Number 5 (1970), 1655-1664.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177696809

Digital Object Identifier
doi:10.1214/aoms/1177696809

Mathematical Reviews number (MathSciNet)
MR267704

Zentralblatt MATH identifier
0224.62038

JSTOR
links.jstor.org

Citation

Wynn, Henry P. The Sequential Generation of $D$-Optimum Experimental Designs. Ann. Math. Statist. 41 (1970), no. 5, 1655--1664. doi:10.1214/aoms/1177696809. https://projecteuclid.org/euclid.aoms/1177696809


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