著者

石黒 真木夫

出版者

一般社団法人 日本応用数理学会

雑誌

応用数理 (ISSN:24321982)

巻号頁・発行日

vol.4, no.2, pp.125-138, 1994-06-15 (Released:2017-04-08)

参考文献数

15

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It is established through a simulation study that if Kepler would have known AIC he could have used it to "prove" his theory. The reasons why the AIC works were sought and it was found that: 1. The AIC could be an un-biased estimate of the "mean expected log likelihood" of models, under mild conditions. 2. The "Mean expected log likelihood" is a reasonable criterion to compare statistical models. 3. The variance of the AIC is in effect small enough to allow the practical comparison of models. 4. If the bootstrap method is applicable, the variance can be estimated.