Designing Experiments with Respect to ‘Standardized’ Optimality Criteria


Holger Dette Institut und Fakultät für Mathematik, Ruhr-Universität Bochum, Universitätsstrasse 150, Gebäude NA, 44780 Bochum,


We introduce a new class of `standardized' optimality criteria which depend on `standardized' covariances of the least squares estimators and provide an alternative to the commonly used criteria in design theory. Besides a nice statistical interpretation the new criteria satisfy an extremely useful invariance property which allows an easy calculation of optimal designs on many linearly transformed design spaces.