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Optimal discrimination designs. (English) Zbl 1168.62066
Summary: 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.

MSC:
62K05 Optimal statistical designs
41A50 Best approximation, Chebyshev systems
62J02 General nonlinear regression
65C60 Computational problems in statistics (MSC2010)
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