We consider the problem of constructing optimal designs for model
discrimination between competing regression models. Various new properties of
optimal designs with respect to the popular $T$-optimality criterion are
derived, which in many circumstances allow an explicit determination of
$T$-optimal designs. It is also demonstrated, that in nested linear models the
number of support points of $T$-optimal designs is usually too small to
estimate all parameters in the extended model. In many cases $T$-optimal
designs are usually not unique, and in this situation we give a
characterization of all $T$-optimal designs. Finally, $T$-optimal designs are
compared with optimal discriminating designs with respect to alternative
criteria by means of a small simulation study.Comment: Published in at http://dx.doi.org/10.1214/08-AOS635 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org