A Geometric Approach to Optimal Design for One-Parameter Non-Linear Models

SUMMARY A geometric framework for constructing optimal Bayesian designs and maximin designs for non-linear models with a single unknown parameter and a prior distribution on that parameter, which is restricted in that it comprises exactly two points of support, is presented. The approach is illustrated by means of selected examples involving logistic regression and the simple exponential model, and its applicability to the construction of optimal designs for models with uncontrolled variation and to model robust designs is also demonstrated. In addition, the method is shown to provide some valuable insights into the general properties of optimal Bayesian designs for non-linear models.