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August 2009 Optimal discrimination designs
Holger Dette, Stefanie Titoff
Ann. Statist. 37(4): 2056-2082 (August 2009). DOI: 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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Holger Dette. Stefanie Titoff. "Optimal discrimination designs." Ann. Statist. 37 (4) 2056 - 2082, August 2009.


Published: August 2009
First available in Project Euclid: 18 June 2009

zbMATH: 1168.62066
MathSciNet: MR2533479
Digital Object Identifier: 10.1214/08-AOS635

Primary: 41A50 , 62K05

Keywords: D_s-optimality , model discrimination , nonlinear approximation , optimal design , T-optimality

Rights: Copyright © 2009 Institute of Mathematical Statistics


Vol.37 • No. 4 • August 2009
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