Journal of the Iranian Statistical Society
پژوهشنامه انجمن آمار ایران
JIRSS
Basic Sciences
http://jirss.irstat.ir
1
admin
1726-4057
2538-189X
8
10.18869/acadpub.jirss
14
1726-4057
13
en
jalali
1396
9
1
gregorian
2017
12
1
17
Future Issue
online
1
fulltext
en
Model Selection Based on Tracking Interval under Unified Hybrid Censored Samples
62Fxx: Parametric inference
62Fxx: Parametric inference
Original Paper
Original Paper
<p>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, ‎say tracking interval‎, ‎for comparing the two competing models‎. ‎Monte Carlo simulations are performed to examine how the proposed interval works for different censoring scheme‎. ‎Two real datasets 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.</p>
Asymptotic distribution, Kullback-Leibler risk, Missing information principle, Model selection, Tracking interval, Unified hybrid censoring, Vuong's test.
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0
http://jirss.irstat.ir/browse.php?a_code=A-11-386-1&slc_lang=en&sid=en
Abdolreza
Sayyareh
عبدالرضا
سیاره
asayyareh@kntu.ac.ir
`10031947532846001663`

10031947532846001663
No
Faculty of Mathematics, K.N. Toosi University of Technology
Hanieh
Panahi
هانیه
پناهی
h.panahi@yahoo.com
`10031947532846001664`

10031947532846001664
Yes
Department of Mathematics and Statistics, Lahijan Branch, Islamic Azad University, Lahijan, Iran
دکتر