Optimal Designs for Discriminating among Several Non-Normal Models

Typically T-optimality is used to discriminate among several models with Normal errors. In order to discriminate between two non-Normal models, a criterion based on the Kullback-Liebler distance has been proposed, the so called KL-criterion. In this paper, a generalization of the KL-criterion is proposed to deal with discrimination among several non-Normal models. An example where three logistic regression models are compared is provided.