Bayes D-optimal and E-optimal block designs

Bayes designs are considered for a two-way analysis of variance model with a normal prior for treatments and blocks, one of the treatments acting as a control. The existence of an optimal allocation is proved for each Bayesian optimality criterion, i.e. each criterion defined on the posterior covari...

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Veröffentlicht in:Biometrika 1983-12, Vol.70 (3), p.695-706
Hauptverfasser: GIOVAGNOLI, ALESSANDRA, VERDINELLI, ISABELLA
Format: Artikel
Sprache:eng
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Zusammenfassung:Bayes designs are considered for a two-way analysis of variance model with a normal prior for treatments and blocks, one of the treatments acting as a control. The existence of an optimal allocation is proved for each Bayesian optimality criterion, i.e. each criterion defined on the posterior covariance matrix for the treatments. Under a special assumption on the treatment prior, the structure of the optimal design is specified; for the case of only one test treatment such a design is universally optimal. Bayes D- and E-optimal designs are found as special cases and results are compared with classical ones. Two examples are included.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/70.3.695