On an optimum design problem for a~statistical experiment
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 226-230
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An optimum design problem is studied for a statistical experiment of the regression type, observables being, with statistical errors, values of linear functionals on a linearly parameterized family of measures. With Kiefer's $D$-optimization criterion, this problem is reduced to one of maximization of a multulinear form under two-side restrictions. The structure of the minimal non-degenerated plan is described and an iterative process of its search is constructed.
@article{TVP_1974_19_1_a26,
author = {V. P. Kozlov},
title = {On an optimum design problem for a~statistical experiment},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {226--230},
publisher = {mathdoc},
volume = {19},
number = {1},
year = {1974},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a26/}
}
V. P. Kozlov. On an optimum design problem for a~statistical experiment. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 226-230. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a26/