On the duality between locally optimal tests and optimal experimental designs
type: Item
instance of: scholarly article
title: On the duality between locally optimal tests and optimal experimental designs
zbMATH Open document ID: 0583.62070
DOI: 10.1016/0024-3795(85)90183-1
published in: Linear Algebra and its Applications
publication date: 1985-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62K05
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 3934255
zbMATH Keywords: power function
zbMATH Keywords: Hesse matrices
zbMATH Keywords: duality relationship
zbMATH Keywords: tests with maximal power curvature
zbMATH Keywords: optimal test problem
zbMATH Keywords: optimal design problem
author: Ulrich Müller-Funk
author: Friedrich Pukelsheim
author: Hermann Witting
reviewed by: B. Leo Raktoe
MaRDI profile type: Publication
full work available at URL: 0024-3795(85)90183-1
OpenAlex ID: W2030606083
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description: scientific article; zbMATH DE number 3934255