Abstract:A practical approach is proposed for model selection and discrimination among nested and non-nested probability distributions. Some existing problems with traditional model selection approaches are addressed, including standard testing of a null hypothesis against a more general alternative and the use of some well-known discrimination criteria for non-nested distributions. A generalized information criterion (GIC) is used to choose from two or more model structures or probability distributions. For each set o… Show more
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.