Optimal Design under Constraints

Abstract

In Section 2.3, an optimal design ξ^*is defined as

$${\xi ^*} = \arg \mathop {\min }\limits_\xi \Psi [M(\xi )];$$

(4.1.1)

it is assumed and extensively used that

$$\int {\xi (dx) = 1.}$$

(4.1.2)

Actually, (4.1.2) may be considered as a continuous analogue of the constraint that is imposed on the number of observations, viz.

$$\sum\limits_{i = 1}^n {{r_i} = N.}$$

(4.1.3)