A Note on the Uniform Distribution on the Arcsin Points

METRIKA, Vol. 46, No. 1, August 1997

Posted: 8 Feb 1998

See all articles by Holger Dette

Holger Dette

Ruhr University of Bochum - Faculty of Mathematics

Abstract

In his book Pukelsheim [8] pointed out that designs supported at the arcsin points are very efficient for the statistical inference in a polynomial regression model. In this note we determine the canonical moments of a class of distributions which have nearly equal weights at the arcsin points. The class contains the D-optimal arcsin support design and the D1-optimal design for a polynomial regression. The results allow explicit representations of D-, and D1-efficiencies of these designs in all polynomial models with a degree less than the number of support points of the design.

JEL Classification: C10

Suggested Citation

Dette, Holger, A Note on the Uniform Distribution on the Arcsin Points. METRIKA, Vol. 46, No. 1, August 1997, Available at SSRN: https://ssrn.com/abstract=57988

Holger Dette (Contact Author)

Ruhr University of Bochum - Faculty of Mathematics ( email )

Universitatsstr. 150
D-44780 Bochum
Germany
+ 49 234 700 3284 (Phone)
+ 49 234 7094 559 (Fax)

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