Optimal Design of Experiments
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Author(s): F. Pukelsheim
Publisher: SIAM
ISBN: 0898716047
Format: softback
454pp
Price: $99.00
Review Date: 09 May 2006
Review: In the past, when interrelations between specific optimisation criteria were observed, it was found that a unified approach was needed. The optimal design problem is amenable to a complete solution if tools from convex optimisation theory are used. Since the book’s initial publication in 1993, its results have been put to good use in deriving optimal designs on the circle, optimal mixture designs, and optimal designs in other statistical models. Although many practical design problems of applied statistics are inherently nonlinear, local linearization may provide a way of applying the present results. This new Classic Edition is a reprint the original book and will be useful to anyone involved in planning statistical experiments, including mathematical statisticians, applied statisticians, and mathematicians who are interested in matrix optimisation problems.