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Akaike Information Criterion


The Akaike information criterion (AIC) is a criterion for comparing statistical models fitted to the same data. If L^^ is the maximized likelihood and k is the number of estimated parameters, it is defined by

 AIC=-2lnL^^+2k.

Among the candidate models, the model with the smallest AIC is preferred. The criterion estimates relative expected information loss, so its numerical value has meaning only in comparison with other models fitted to the same data.


See also

Bayesian Information Criterion, Hannan-Quinn Information Criterion, Maximum Likelihood

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References

Akaike, H. "A New Look at the Statistical Model Identification." IEEE Trans. Automat. Control 19, 716-723, 1974. https://doi.org/10.1109/TAC.1974.1100705.

Cite this as:

Weisstein, Eric W. "Akaike Information Criterion." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/AkaikeInformationCriterion.html

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