Coherent dispersion criteria for optimal experimental design

被引：0
|
作者：
Dawid, AP [1 ]
Sebastiani, P
机构：
[1] UCL, Dept Stat Sci, London WC1E 6BT, England
[2] Open Univ, Dept Stat, Milton Keynes MK7 6AA, Bucks, England
来源：
ANNALS OF STATISTICS | 1999年 / 27卷 / 01期
关键词：
Bayesian decision theory; coherence; concavity; dispersion standard; optimal design; optimality criterion; proper scoring rule; uncertainty function;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We characterize those coherent design criteria which depend only on the dispersion matrix (assumed proper and nonsingular) of the "state of nature," which may be a parameter-vector or a set of future observables, and describe the associated decision problems. Connections are established with the classical approach to optimal design theory for the normal linear model, based on concave functions of the information matrix. Implications of the theory for more general models are also considered.
引用
收藏
页码：65 / 81
页数：17
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