Calculation of Akaike's Information Criterion

Calculation of Akaike's Information Criterion

1Maximized value of the likelihood function：L0＜L＜1
2Number of parameters：kNatural number
3GraphPlot Input Data：
4Number of gridlines of Graph x-axis, y-axis -
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Keyword･Reference･Remarks･History

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Keyword

Akaike's Information Criterion,Maximized value of the likelihood function,Number of parameters

Reference

[1]：HIROTUGU AKAIKE：『A New Look at the Statistical Model Identification』,IEEE Transactions on Automatic Control 19 Issue:6,1974,pp.716-723.
[2]：Shuhua Hu：『Akaike Information Criterion』,2007
[3]：Wikipedia：Akaike information criterion

Remarks

・Akaike's Information Criterion：AIC
・Maximized value of the likelihood function：L
・Number of parameters：k
・Making Equation Image is powered by CODECOGS

History

・2011/03/11：Upload

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