How to get the values of AIC (Akaike Information Criteria), BIC for selecting the best distribution among different distributions fitted to a data?

I want to get the values of AIC, BIC for selection of the best fitted probability distribution to a data. How to get that?

Answer 1

[Bjorn Gustavsson]

There are a couple of contributions at the file exchange:

allregress

FDB-find-the-best-distribution-tool

fit-all-valid-parametric-probability-distributions-to-data

If you just want to compare a set of regressions it shouldn't be too demanding to roll your own AIC/BIC evaluation, but these 3 does what it seems you ask for...

HTH