Download page Task 6. Akaike Information Criterion.
Task 6. Akaike Information Criterion
In HEC-SSP, the Akaike Information Criterion is computed using the following equation (Burnham and Anderson 1998):
AIC_c = \frac{2Nk}{N-k-1} - 2ln(\hat{L})
where k is the number of parameters estimated by the probability model, N is the number of data points, and \hat{L} is the maximized value of the likelihood function of the probability model i.e. \hat{L} = p(x|\hat{\theta}, M) where \hat{\theta} are the parameter values that maximize the likelihood function and M is the probability model.
The above form of AIC is used for small samples sizes (N/k < 40). As the sample size increases with respect to the number of parameters, this equation converges to the standard form of the AIC:
AIC = 2k - 2ln(\hat{L})
Copy the sheet titledDataand name the new sheetAIC.
Compute the PDF, f_Q, of Q where random variable Q (discharge) follows a log10-normal distribution. The PDF of discharge Q is given in Task 5. Bayesian Information Criterion.
Compute the natural log of the likelihood function.
Compute the AIC using the equation provided above for AIC_c
Question: What is the computed Akaike Information Criterion, AIC?
The computed AIC is 3,041. This matches the value fromDistribution Fitting Test 20in the HEC-SSP Examples.