Using Kullback-Leibler distance for performance evaluation of search designs

Document Type : Research Paper



This paper considers the search problem, introduced by Srivastava cite{Sr}. This is a model discrimination problem. In the context of
search linear models, discrimination ability of search designs
has been studied by several researchers. Some criteria have been
developed to measure this capability, however, they are restricted
in a sense of being able to work for searching only one
possible nonzero effect. In this paper, two criteria are
proposed, based on Kullback-Leibler distance. These criteria are
able to evaluate the search ability of designs, without any
restriction on the number of nonzero effects.