Optimum Design 2000

This volume contains many of the papers presented at the conference "Optimum Design 2000: Prospects for the New Millennium" held in Cardiff, UK on April 12th - 14th, 2000. The majority of the papers consider aspects of optimum experimental design from the

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N onconvex Optimization and Its Applications Volume 51 Managing Editor: Panos Pardalos University of Florida, U.S.A.

Advisory Board: 1.R. Birge Northwestern University, U.S.A. Ding-Zhu Du University of Minnesota, U.S.A. C. A. Floudas Princeton University, U.S.A. 1. Mockus Lithuanian Academy of Sciences, Lithuania H. D. Sherali Virginia Polytechnic Institute and State University, U.S.A. G. Stavroulakis Technical University Braunschweig, Germany

The titles published in this series are listed at the end of this volume.

Optimum Design 2000 Edited by

Anthony Atkinson London School of Economics

Barbara Bogacka Queen Mary & Westfield College and

Anatoly Zhigljavsky Cardiff University

Springer-Science+Business Media, B.V.

A C.I.P. Catalogue record for this book is available from the Library of Congress.

ISBN 978-1-4419-4846-5 ISBN 978-1-4757-3419-5 (eBook) DOl 10.1007/978-1-4757-3419-5

Printed on acid-free paper

All Rights Reserved © 2001 Springer Science+Business Media Dordrecht Originally published by Kluwer Academic Publishers in 2001. Softcover reprint of the hardcover 1st edition 2001 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner.

The volume is dedicated to Valeri Fedorov on the occasion of his 60th birthday

Contents

Preface

ix

Part I. Theory Some History Leading to Design Criteria for Bayesian Prediction A.C.Atkinson, v.v. Fedorov

3

Optimal Designs for the Evaluation of an Extremum Point R.C.H. Cheng, v.B. Melas and A.N. Pepelyshev

15

On Regression Experiment Design in the Presence of Systematic Error S.M. Ermakov

25

Grabner Basis Methods in Mixture Experiments and Generalisations B. Giglio, E. Riccomagno and H.P. WYnn

33

Efficient Designs for Paired Comparisons with a Polynomial Factor H. Groflmann, H. Holling, U. Graflhoffand R. Schwabe

45

On Generating and Classifying All qn-m Regular Designs for Square-Free q P.l. Laycock and P.]. Rowley

57

Second-Order Optimal Sequential Tests M.B. Malyutov and l.l. Tsitovich

67

Variational Calculus in the Space of Measures and Optimal Design I. Molchanov and S. Zuyev

79

On the Efficiency of Generally Balanced Designs Analysed by Restricted Maximum Likelihood H. Monod

91

Concentration Sets, Elfving Sets and Norms in Optimum Design A. Ptizman

101

Sequential Construction of an Experimental Design from an Ll.D. Sequence of Experiments without Replacement L Pronzato

113

Optimal Characteristic Designs for Polynomial Models ].M. Rodrfguez-Diaz and ]. LOpez-Fidalgo

123

A Note on Optimal· Bounded Designs M. Sahm and R. Schwabe

131

Construction of Constrained Optimal Designs B. Torsney and S. MandaI

141

viii

Ra:nt II. Applications Plmrmaceutical Applications of a Multi-Stage Group Testing Method B. Bond,

v.v. Fedorov, M.C Jones and A. Zhigljavsky

Block Designs for Comparison of Two Test Treatments with a