Bayesian optimal designs for estimating a set of symmetrical quantiles

We propose multiple-objective Bayesian optimal designs for the logit model. As an example, we consider the design problem for estimating several perce ntiles with possibly unequal interest in each of the percentiles. Character istics of these designs are studied and illustrated fbr the case when the i nterest lies in estimating the three quartiles. We compare these optimal de signs with the sequential designs generated via a generalized Polya urn mod el and found the latter to be highly efficient. In addition, comparisons ar e made between locally optimal designs and Bayesian optimal designs. Copyri ght (C) 2001 John Wiley & Sons, Ltd.