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Bayesian optimal designs for estimating a set of symmetrical quantiles
Author(s) -
Zhu Wei,
Kee Wong Weng
Publication year - 2000
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/1097-0258(20010115)20:1<123::aid-sim643>3.0.co;2-5
Subject(s) - optimal design , quantile , bayesian probability , percentile , computer science , quartile , set (abstract data type) , mathematical optimization , statistics , mathematics , confidence interval , programming language
We propose multiple‐objective Bayesian optimal designs for the logit model. As an example, we consider the design problem for estimating several percentiles with possibly unequal interest in each of the percentiles. Characteristics of these designs are studied and illustrated for the case when the interest lies in estimating the three quartiles. We compare these optimal designs with the sequential designs generated via a generalized Pólya urn model and found the latter to be highly efficient. In addition, comparisons are made between locally optimal designs and Bayesian optimal designs. Copyright © 2001 John Wiley & Sons, Ltd.