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\(T\)-optimal designs for discrimination between two polynomial models. (English) Zbl 1246.62176

Summary: This paper is devoted to the explicit construction of optimal designs for discrimination between two polynomial regression models of degree \(n-2\) and \(n\). In a fundamental paper, A.C. Atkinson and V.V. Fedorov [Biometrika, 62, 57–70 (1975; Zbl 0308.62071)] proposed the \(T\)-optimality criterion for this purpose. A.C. Atkinson [The non-uniqueness of some designs for discriminating between two polynomial models in one variablel. mODa 9, Advances in Model-Oriented Design and Analysis, 9–16 (2010)] determined \(T\)-optimal designs for polynomials up to degree 6 numerically and based on these results he conjectured that the support points of the optimal design are cosines of the angles that divide half of the circle into equal parts if the coefficient of \(x^{n-1}\) in the polynomial of larger degree vanishes. We give a strong justification of the conjecture and determine all \(T\)-optimal designs explicitly for any degree \(n \in \mathbb N\).
In particular, we show that there exists a one-dimensional class of \(T\)-optimal designs. Moreover, we also present a generalization to the case when the ratio between the coefficients of \(x^{n-1}\) and \(x^{n}\) is smaller than a certain critical value. Because of the complexity of the optimization problem, \(T\)-optimal designs have only been determined numerically so far, and this paper provides the first explicit solution of the \(T\)-optimal design problem since its introduction by Atkinson and Fedorov. Finally, for the remaining cases (where the ratio of coefficients is larger than the critical value), we propose a numerical procedure to calculate the \(T\)-optimal designs. The results are also illustrated by an example.

MSC:

62K05 Optimal statistical designs
65C60 Computational problems in statistics (MSC2010)

Citations:

Zbl 0308.62071
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References:

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