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Journal of Korean Society for Quality Management 2006;34(1): 48-. |
Mixture Bayesian Robust Design |
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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. |
Key Words:
Bayesian Design;Optimal Design;Robustness; |
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