MV-optimization in Simple Linear Regression

  • Ben Torsney
  • Jesus López-Fidalgo
Part of the Contributions to Statistics book series (CONTRIB.STAT.)


MV-optimality is a potentially difficult criterion because of its nondifferentiability at equal variance designs. However in many cases such designs can be easily determined. In this paper MV-optimum designs for simple linear regression are found. The equivalence theorem of and the directional derivative of the MV-criterion derived by Ford I., (3), have been used for this purpose. It turns out that for simple linear regression there exist an MV-optimal design with a support of at most two points. Such designs could be of a wide ranging practical value.


Point Design Simple Linear Regression Information Matrix Directional Derivative Equivalence Theorem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 1995

Authors and Affiliations

  • Ben Torsney
    • 1
    • 2
  • Jesus López-Fidalgo
    • 1
    • 2
  1. 1.Department of StatisticsUniversity of GlasgowUK
  2. 2.Department of Pure and Applied MathematicsUniversity of SalamancaSpain

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