Bayesian robust experimental designs for the one-way analysis of variance

Blaza Toman

Statistics & Probability Letters, 1992, vol. 15, issue 5, 395-400

Abstract: In this paper, a simple, easily implemented procedure for the derivation of a robust Bayesian experimental design and estimator is proposed. The model is a one-way analysis of variance where the data vector is normally distributed. The prior distribution of the treatment means belongs to a particular class of normal distributions with a fixed prior mean and a set of possible covariance matrices.

Keywords: Robust; experimental; design; robust; estimation; Bayesian; posterior; robustness; analysis; of; variance (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(92)90173-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:15:y:1992:i:5:p:395-400

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().