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Bayesian D-optimal designs for exponential regression models
Authors:Holger Dette   H.-M. Neugebauer
Affiliation:

a Institut und Fakultät für Mathematik, Ruhr-Universität Bochum, Universitätsstr. 150, 44780, Bochum, Germany

b debis Aviation Leasing GmbH, Epplerstr. 225, 70567, Stuttgart, Germany

Abstract:We consider the Bayesian D-optimal design problem for exponential growth models with one, two or three parameters. For the one-parameter model conditions on the shape of the density of the prior distribution and on the range of its support are given guaranteeing that a one-point design is also Bayesian D-optimal within the class of all designs. In the case of two parameters the best two-point designs are determined and for special prior distributions it is proved that these designs are Bayesian D-optimal. Finally, the exponential growth model with three parameters is investigated. The best three-point designs are characterized by a nonlinear equation. The global optimality of these designs cannot be proved analytically and it is demonstrated that these designs are also Bayesian D-optimal within the class of all designs if gamma-distributions are used as prior distributions.
Keywords:62K05

Author Keywords: Bayesian D-optimal designs   Nonlinear models   Exponential growth model

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