how to calculate aic of normally distributed pdf?

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Lalit Upadhyaya 2024-3-25

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评论： Lalit Upadhyaya 2024-3-26

how to calculate Akaike information criterion (AIC) a of normally distributed pdf?

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Sam Chak 2024-3-26

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Hi @Lalit Upadhyaya

Could you please provide the formula for calculating the AIC (Akaike Information Criterion) value? This will allow forum users to clearly see which information can be extracted from the data and then incorporated into the AIC formula. Taking this primitive approach will help the users gain a better understanding of the calculation process.

m = [203.8 230.6 376.8 101.2 128.8 286.8 316.5 313.9 386.4 116 94.8 314.9 267.26 201.65];

stem(m), grid on

Lalit Upadhyaya 2024-3-26

Suppose that we have a statistical model of some data. Let k be the number of estimated parameters in the model. Let L be the maximized value of the likelihood function for the model. Then the AIC value of the model is the following.

AIC = 2 * k − 2 * ln⁡(L)

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