Autor(en): | Dette, Holger Melas, Viatcheslav B. Shpilev, Petr |
Titel: | T-optimal designs for discrimination between two polynomial models |
Sprache (ISO): | en |
Zusammenfassung: | The 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 Atkinson and Fedorov (1975a) proposed the T-optimality criterion for this purpose. Recently Atkinson (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 a half of the circle into equal parts if the coefficient of x^(n−1) in the polynomial of larger degree vanishes. In the present paper we give a strong justification of the conjecture and determine all T-optimal designs explicitly for any degree n∈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 (1975a). 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 in an example. |
Schlagwörter: | Chebyshev polynomials discrimination designs goodness-of-fit test model uncertainty T-optimum design uniform approximation |
URI: | http://hdl.handle.net/2003/28941 http://dx.doi.org/10.17877/DE290R-1899 |
Erscheinungsdatum: | 2011-07-21 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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DP_2311_SFB823_Dette_Melas_Shpilev.pdf | DNB | 266.67 kB | Adobe PDF | Öffnen/Anzeigen |
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