Design of Experiments for Extreme Value Distributions
2007 - P. J. Laycock, J. López-Fidalgo
MODA8-Advances in Model Oriented Design and Analysis. J. López-Fidalgo, J. M. Rodríguez-Díaz, B. Torsney Eds., 101-107 (2007).
Lopez Fidalgo, Jesus.
In this paper experimental designs are considered for classic extreme value distribution models. A careful review of the literature provides some information matrices in order to study experimental designs. Regression models and their design implications are discussed for some situations involving extreme values. These include a constant variance and a constant coefficient of variation model plus an application in the context of strength of materials. Relative efficiencies calculated with respect to D-optimality are used to compare the designs given in this example.