An optimal experimental design criterion for discriminating between non-normal models

被引:68
|
作者
Lopez-Fidalgo, J. [1 ]
Tommasi, C.
Trandafir, P. C.
机构
[1] Univ Castilla La Mancha, Sch Engn, Dept Math, E-13071 Ciudad Real, Spain
[2] Univ Milan, I-20122 Milan, Italy
[3] Univ Salamanca, E-37008 Salamanca, Spain
关键词
gamma distribution; Kullback-Leibler distance; log-normal distribution; Michaelis-Menten model; non-linear models; T-optimality;
D O I
10.1111/j.1467-9868.2007.00586.x
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
Typically T-optimality is used to obtain optimal designs to discriminate between homoscedastic models with normally distributed observations. Some extensions of this criterion have been made for the heteroscedastic case and binary response models in the literature. In this paper, a new criterion based on the Kullback-Leibler distance is proposed to discriminate between rival models with non-normally distributed observations. The criterion is coherent with the approaches mentioned above. An equivalence theorem is provided for this criterion and an algorithm to compute optimal designs is developed. The criterion is applied to discriminate between the popular Michaelis-Menten model and a typical extension of it under the log-normal and the gamma distributions.
引用
收藏
页码:231 / 242
页数:12
相关论文
共 50 条