Average c-E±ciency
نویسندگان
چکیده
This paper introduces, for an experimental design with design matrix X; the optimal design criterion based on the expectation of the square root of the quadratic form u(XX)u. This provides a geometric and statistical measure of the size of a con ̄dence ellipsoid, namely, the expected radius of an ellipsoid. Properties of the criterion are derived and examples are given to demonstrate the procedure. These include the determination of points of in°uence in a design.
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