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Mixture Bayesian Robust Design  

Seo, Han-Son (Konkuk University, Department of Applied Statistics)
Publication Information
Journal of Korean Society for Quality Management / v.34, no.1, 2006 , pp. 48-53 More about this Journal
Abstract
Applying Bayesian optimal design principles is not easy when a prior distribution is not certain. We present a optimal design criterion which possibly yield a reasonably good design and also robust with respect to misspecification of the prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression. Exact mathematical results are presented under certain conditions on prior distributions. Computational results are given for some cases not satisfying our conditions.
Keywords
Bayesian Design; Optimal Design; Robustness;
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