We present a result under which certain functions of covariance matrices are maximized at multiples of the identity matrix. This is used to show that experimental designs that are optimal under an assumption of independent observations can be minimax, in broad classes of correlation structures.

翻译：我们提出了一个结果，在该结果下，协方差矩阵的某些函数在单位矩阵的倍数处达到最大值。该结果用于证明，在独立观测假设下最优的实验设计，在广泛的相关结构类别中具有极小极大性质。