Bayesian Optimum Design Criterion for Multi Models Discrimination

Authors

  • F Z. Labbaf
Abstract:

The problem of obtaining the optimum design, which is able to discriminate between several rival models has been considered in this paper. We give an optimality-criterion, using a Bayesian approach. This is an extension of the Bayesian KL-optimality to more than two models. A modification is made to deal with nested models. The proposed Bayesian optimality criterion is a weighted average, where the weights are corresponding probabilities of models to let them be true. We consider these probabilities coming from a Poisson distribution.

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Journal title

volume 9  issue 1

pages  1- 10

publication date 2012-09

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