TY - JOUR
JF - JIRSS
JO - JIRSS
VL - 18
IS - 1
PY - 2017
Y1 - 2017/10/01
TI - Model Selection Based on Tracking Interval under Unified Hybrid Censored Samples
TT -
N2 - The aim of statistical modeling is to identify the model that most closely approximates the underlying process. Akaike information criterion (AIC) is commonly used for model selection but the precise value of AIC has no direct interpretation. In this paper we use a normalization of a difference of Akaike criteria in comparing between the two rival models under unified hybrid censoring scheme. Asymptotic properties of maximum likelihood estimator based on the missing information principle are derived. Also, asymptotic distribution of the normalized difference of AIC’s is obtained and it is used to construct an interval, called tracking interval, for comparing the two competing models. Monte Carlo simulations are performed to examine how the proposed interval works for different censoring schemes. Two real data sets have been analyzed for illustrative purposes. The first is selecting between Weibull and generalized exponential distributions for main component of spearmint essential oil purification data. The second is the choice between models of the lifetimes of 20 electronic components.
SP - 0
EP - 0
AU - Sayyareh, Abdolreza
AU - Panahi, Hanieh
AD - Department of Mathematics and Statistics, Lahijan Branch, Islamic Azad University, Lahijan, Iran
KW - Asymptotic distribution
KW - Kullback-Leibler risk
KW - Missing information principle
KW - Model selection
KW - Tracking interval
KW - Unified hybrid censoring
KW - Vuong's test.
UR - http://jirss.irstat.ir/article-1-382-en.html
DO - no
ER -