A Note on Bayesian Design for the Normal Linear Model with Unknown Error Variance

The Bayesian theory of optimal experimental design for the normal linear model has been developed under the assumption of known variance. The insensitivity of specific design criteria to prior assumptions on the variance distribution has been demonstrated in special cases, but a general result showi...

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Veröffentlicht in:Biometrika 2000-03, Vol.87 (1), p.222-227
1. Verfasser: Verdinelli, Isabella
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creator Verdinelli, Isabella
description The Bayesian theory of optimal experimental design for the normal linear model has been developed under the assumption of known variance. The insensitivity of specific design criteria to prior assumptions on the variance distribution has been demonstrated in special cases, but a general result showing the way in which Bayesian optimal designs are affected by prior information on the variance is lacking. This note proves that Bayesian designs are insensitive to information about the variance in a more general way than previously thought.
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source JSTOR; Oxford Journals
subjects Bayesian theories
Covariance matrices
Distribution theory
Exact sciences and technology
Expected utility
Experiment design
Linear models
Linear regression
Mathematics
Matrices
Miscellanea
Parametric models
Probability and statistics
Regression analysis
Sciences and techniques of general use
Statistical variance
Statistics
title A Note on Bayesian Design for the Normal Linear Model with Unknown Error Variance
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