Measures for designs in experiments with correlated errors

Abstract

In this paper we consider optimal design of experiments in the case of correlated observations. We use and further develop the concept of design measures introduced by Pázman & Müller (1998) for the construction of a simple, quick and elegant design algorithm. We support the construction of this algorithm for a general correlation structure by an interpretation in terms of norms. Examples demonstrate that our results are useful for generating exact designs by sampling from the obtained design measures.