Statistics Foundations of statistics Concept
Likelihood function
Summary
The likelihood function gives, for each value of an unknown parameter, the probability or the density of the observed data under that value. It is a function of the parameter, with the data fixed. The node likelihood function gives the precise definition.
Where this leads
6 pages build on this one.
Further reading
- Web https://en.wikipedia.org/wiki/Likelihood_function, lead section
About this page
| Tag | 0VW9E4QXR6 |
|---|---|
| URI | m2://0VW9E4QXR6 |
| Aliases | likelihood |
| Kind | concept |
| Writing | W1 stated |
| MSC | 62F10 |
| Same as |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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What links here
Definitions
Used by
- Sequential probability ratio test
- Whittle likelihood
- Baum–Welch algorithm
- CUSUM
- Proportional hazards model
- Observed information