OPTIMAL DESIGNS ON TCHEBYCHEFF POINTS,

Abstract

Kiefer and Wolfowitz (1959) proved that the optimal design for estimating the highest coefficient in polynomial regression is supported by certain Tchebycheff points. Hoel and Levine (1964) showed that the optimal designs for extrapolation in polynomial regression were all supported by the Tchebycheff points. These results were extended by Kiefer and Wolfowitz (1965) to cover nonpolynomial regression problems involving Tchebycheff systems and the large class of designs supported by the Tchebycheff points was characterized. In the present paper it is shown that the optimal design for estimating any specific parameter is supported by one of two sets of Tchebycheff points. Different proofs of the Kiefer-Wolfowitz results are also presented. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1967
Accession Number
AD0659064

Entities

People

  • William J. Studden

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Extrapolation
  • Mathematics
  • Polynomials

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Regression Analysis.