Model Selection Based on Tracking Interval Under Unified Hy-brid Censored Samples

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SAYYAREH ABDOLREZA; PANAHI HANIEH

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Journal Paper

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Journal: Journal of the Iranian Statistical Society Year:2018 | Volume:17 | Issue:1 Page(s): 1-31

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Title

Model Selection Based on Tracking Interval Under Unified Hy-brid Censored Samples

Author(s)

SAYYAREH ABDOLREZA | PANAHI HANIEH | Issue Writer Certificate

Keywords

Asymptotic distribution

Kullback-Leibler risk

Missing information principle

Model selection

Tracking interval

Unified hybrid censoring

Vuong’ s test

Abstract

The aim of statistical modeling is to identify the model that most closely ap-proximates 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 prin-ciple are derived. Also, Asymptotic distribution of the normalized difference of AICs is obtained and it is used to construct an interval, say Tracking interval, for compar-ing the two competing models. Monte Carlo simulations are performed to examine how the proposed interval works for different censoring schemes. 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.

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APA: Copy

SAYYAREH, ABDOLREZA, & PANAHI, HANIEH. (2018). Model Selection Based on Tracking Interval Under Unified Hy-brid Censored Samples. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), 17(1), 1-31. SID. https://sid.ir/paper/749349/en

Vancouver: Copy

SAYYAREH ABDOLREZA, PANAHI HANIEH. Model Selection Based on Tracking Interval Under Unified Hy-brid Censored Samples. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS)[Internet]. 2018;17(1):1-31. Available from: https://sid.ir/paper/749349/en

IEEE: Copy

ABDOLREZA SAYYAREH, and HANIEH PANAHI, “Model Selection Based on Tracking Interval Under Unified Hy-brid Censored Samples,” JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), vol. 17, no. 1, pp. 1–31, 2018, [Online]. Available: https://sid.ir/paper/749349/en

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