Statistical Modeling by AIC
The majority of the problems in statistical inference can be considered to be problems related to statistical modeling. They are typically formulated as comparisons of several statistical models. In this chapter, we consider using the AIC for various statistical inference problems such as checking the equality of distributions, determining the bin size of a histogram, selecting the order for regression models, detecting structural changes, determining the shape of a distribution, and selecting the Box-Cox transformation.
KeywordsMaximum Likelihood Estimate Change Point Seismic Signal Normal Distribution Model Original Histogram
Unable to display preview. Download preview PDF.