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Bayesian Modelling of a Pharmaceutical Experiment with Heterogeneous Responses

Christian P. Robert and Annie Reber
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)
Vol. 60, No. 1, Bayesian Analysis (Apr., 1998), pp. 145-160
Published by: Springer on behalf of the Indian Statistical Institute
Stable URL: http://www.jstor.org/stable/25053027
Page Count: 16
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Bayesian Modelling of a Pharmaceutical Experiment with Heterogeneous Responses
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Abstract

We show in this paper how a hierarchical Bayes modelling can lead to better insights in a pharmaceutical experiment assessing the performances of a drug against vertigo, by providing direct access to different extensions of the model. The availability of such extensions relies on the use of Gibbs sampling techniques which allow for simulation from arbitrary distributions. The Bayesian processing of the experiment is noninformative, which allows for an objective perspective, and we consider in detail the extension when the population is heterogeneous at some stage of the experiment, and the corresponding modelling by a normal mixture distribution.

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