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On the duality between locally optimal tests and optimal experimental designs - MaRDI portal

On the duality between locally optimal tests and optimal experimental designs (Q1069250)

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scientific article; zbMATH DE number 3934255
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On the duality between locally optimal tests and optimal experimental designs
scientific article; zbMATH DE number 3934255

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    On the duality between locally optimal tests and optimal experimental designs (English)
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    1985
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    This paper presents a duality relationship between the problem of finding tests with maximal power curvature and the problem of characterizing optimal experimental designs. In particular it provides a statistical interpretation in the sense that it is an optimal test problem which together with the optimal design problem forms a dual pair. The statistical appeal comes from the fact that in the optimal test problem a design is fixed and an optimal test procedure is sought while in the optimal design problem a procedure is fixed and an optimal design is sought.
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    power function
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    Hesse matrices
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    duality relationship
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    tests with maximal power curvature
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    optimal test problem
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    optimal design problem
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