TABLE 2.
Akaike information criterion (AIC) and global deviance (GD) for the fitted models with different probability distributions. The lower the AIC value, the better the goodness‐of‐fit. For example, generalized Beta type 1 (GB1) to Skew t‐distribution (SST) are four‐parameter distributions, while Logistic (LO) to Reverse Gumbel (RG) are two‐parameter distributions (except the exGAUS, Ex‐Gaussian distribution, which is a three‐parameter distribution).
Distribution | AIC | GD |
---|---|---|
GB1 | −5593 | −5601 |
ST2 | −5556 | −5564 |
ST3 | −5556 | −5564 |
ST1 | −5556 | −5564 |
SST | −5544 | −5564 |
SN2 | −5438 | −5564 |
EGB2 | −5395 | −5564 |
SHASH | −5378 | −5564 |
SEP3 | −5375 | −5564 |
JSUo | −5362 | −5564 |
JSU | −5362 | −5564 |
SHASHo2 | −5361 | −5564 |
SHASHo | −5361 | −5564 |
ST5 | −5234 | −5564 |
LOGITNO | −5224 | −5601 |
BE | −5080 | −5601 |
BEo | −5080 | −5601 |
BEOI | −5078 | −5601 |
BEZI | −5078 | −5601 |
BEINF1 | −5078 | −5601 |
BEINF0 | −5078 | −5601 |
BEINF | −5076 | −5601 |
GU | −4733 | −5564 |
ST4 | −4319 | −5564 |
GT | −3474 | −5564 |
NET | −3367 | −5564 |
TF2 | −3360 | −5564 |
TF | −3360 | −5564 |
PE | −3218 | −5564 |
PE2 | −3218 | −5564 |
LO | −3178 | −5564 |
NO | −2732 | −5564 |
exGAUS | −2729 | −5564 |
SIMPLEX | −2392 | −5601 |
RG | 168 | −5564 |