Ouyou toukeigaku
Online ISSN : 1883-8081
Print ISSN : 0285-0370
ISSN-L : 0285-0370
Volume 40, Issue 2
Displaying 1-2 of 2 articles from this issue
Note
  • Kunio Takezawa
    2011 Volume 40 Issue 2 Pages 81-86
    Published: 2011
    Released on J-STAGE: March 26, 2012
    JOURNAL OPEN ACCESS
    AIC (Akaike's Information Criterion) uses the maximum likelihood estimator of variance when errors are independent and identically distributed normally. However, the unbiased estimator of variance can be adoped. This modified AIC is called AIC'. Furthermore, when the variance of error is adjustable, the resultant variance is different from the maximum likelihood estimator and the unbiased estimator.
    Download PDF (547K)
Statistical Calculaion
feedback
Top