Optimal designs for both model discrimination and parameter estimation

The KL-optimality criterion has been recently proposed to discriminate between any two statistical models. However, designs which are optimal for model discrimination may be inadequate for parameter estimation. In this paper, the DKL-optimality criterion is proposed which is useful for the dual problem of model discrimination and parameter estimation. An equivalence theorem and a stopping rule for the corresponding iterative algorithms are provided. A pharmacokinetics application and a bioassay example are given to show the good properties of a DKL-optimum design.

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