Global statistical information in exponential experiments and selection of exponential models

摘要

summary:The concept of global statistical information in the classical statistical experiment with independent exponentially distributed samples is investigated. Explicit formulas are evaluated for common exponential families. It is shown that the generalized likelihood ratio test procedure of model selection can be replaced by a generalized information procedure. Simulations in a classical regression model are used to compare this procedure with that based on the Akaike criterion.