RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1974 Volume 19, Issue 1, Pages 226–230 (Mi tvp2790)

This article is cited in 4 papers

Short Communications

On an optimum design problem for a statistical experiment

V. P. Kozlov

Leningrad

Abstract: 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.

Received: 17.07.1972


 English version:
Theory of Probability and its Applications, 1974, 19:1, 218–221

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024