This book is based on the important contributions in model selection by Dr. M. S. Rahman and his co-authors Professor M. L. King, Dr. G. K. Bose, Dr. M. R. Laskar and Mrs. S. Nahar. We have developed an analytical formula for finding the probability of correct selection. We have proposed a new criterion named JIC based on the combination of BIC and RBAR criteria and showed that JIC performed better in most cases than all existing criteria. We have introduced generalized criterion based on residual sum of squares with a multiplicative penalty function. We have proposed improved penalty...