Design of experiments

The branch of mathematical statistics dealing with the rational organization of measurements subject to random errors. One usually considers the following scheme. A function $f(\theta,x)$ is measured with random errors, these being dependent on unknown parameters (the vector $\theta$) and on variables $x$, which, at the experimenter's choice, may take values from some admissible set $X$. The purpose of the experiment is usually either to estimate all or some of the parameters $\theta$ or functions of them, or else to test certain hypotheses concerning $\theta$. The purpose of the experiment is used in formulating a criterion for the design's optimality. The design of an experiment is understood to mean the set of values given to the variables $x$ in the experiment.

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