Characteristic Polynomial Criteria in Optimal Experimental Design

Abstract

Many optimality criteria have been used in the literature of experimental design. Two of the most common are A-optimality and D-optimality. They are the first and the last coefficients of the characteristic polynomial of the inverse information matrix. In this paper, criteria from the remaining coefficients are considered, and some properties are studied. While A-optimality focuses on the average of the estimate variances and D-optimality focuses on all of the covariances, these criteria take into consideration the covariances considered in groups of two, three, four,…