Likelihood function, the Glossary
A likelihood function (often simply called the likelihood) measures how well a statistical model explains observed data by calculating the probability of seeing that data under different parameter values of the model.[1]
Table of Contents
153 relations: A. W. F. Edwards, Akaike information criterion, Almost all, Almost surely, Annals of Statistics, Arg max, Base rate fallacy, Bayes factor, Bayes' theorem, Bayesian inference, Bayesian probability, Bayesian statistics, Biometrika, Boundary (topology), Cambridge University Press, Change of basis, Chapman & Hall, Compact space, Computational complexity, Concave function, Conditional entropy, Conditional probability, Conditional probability distribution, Confidence interval, Confidence region, Connected space, Consistent estimator, Continuous function, Continuous or discrete variable, Contour line, Counting measure, Coverage probability, Credible interval, D. Reidel, Derivative, Design matrix, Differential calculus, Elsevier, Empirical likelihood, Estimating equations, Euclidean space, Event (probability theory), Evidence-based medicine, Exponential family, Exponentiation, Extreme value theorem, Fair coin, Fisher information, Fisher's exact test, Foundations of statistics, ... Expand index (103 more) »
- Likelihood
A. W. F. Edwards
Anthony William Fairbank Edwards, FRS One or more of the preceding sentences incorporates text from the royalsociety.org website where: (born 1935) is a British statistician, geneticist and evolutionary biologist.
See Likelihood function and A. W. F. Edwards
Akaike information criterion
The Akaike information criterion (AIC) is an estimator of prediction error and thereby relative quality of statistical models for a given set of data.
See Likelihood function and Akaike information criterion
Almost all
In mathematics, the term "almost all" means "all but a negligible quantity".
See Likelihood function and Almost all
Almost surely
In probability theory, an event is said to happen almost surely (sometimes abbreviated as a.s.) if it happens with probability 1 (with respect to the probability measure).
See Likelihood function and Almost surely
Annals of Statistics
The Annals of Statistics is a peer-reviewed statistics journal published by the Institute of Mathematical Statistics.
See Likelihood function and Annals of Statistics
Arg max
In mathematics, the arguments of the maxima (abbreviated arg max or argmax) and arguments of the minima (abbreviated arg min or argmin) are the input points at which a function output value is maximized and minimized, respectively.
See Likelihood function and Arg max
Base rate fallacy
The base rate fallacy, also called base rate neglect or base rate bias, is a type of fallacy in which people tend to ignore the base rate (e.g., general prevalence) in favor of the individuating information (i.e., information pertaining only to a specific case).
See Likelihood function and Base rate fallacy
Bayes factor
The Bayes factor is a ratio of two competing statistical models represented by their evidence, and is used to quantify the support for one model over the other.
See Likelihood function and Bayes factor
Bayes' theorem
Bayes' theorem (alternatively Bayes' law or Bayes' rule, after Thomas Bayes) gives a mathematical rule for inverting conditional probabilities, allowing us to find the probability of a cause given its effect. Likelihood function and Bayes' theorem are Bayesian statistics.
See Likelihood function and Bayes' theorem
Bayesian inference
Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Likelihood function and Bayesian inference are Bayesian statistics.
See Likelihood function and Bayesian inference
Bayesian probability
Bayesian probability is an interpretation of the concept of probability, in which, instead of frequency or propensity of some phenomenon, probability is interpreted as reasonable expectation representing a state of knowledge or as quantification of a personal belief. Likelihood function and Bayesian probability are Bayesian statistics.
See Likelihood function and Bayesian probability
Bayesian statistics
Bayesian statistics is a theory in the field of statistics based on the Bayesian interpretation of probability, where probability expresses a degree of belief in an event.
See Likelihood function and Bayesian statistics
Biometrika
Biometrika is a peer-reviewed scientific journal published by Oxford University Press for the.
See Likelihood function and Biometrika
Boundary (topology)
In topology and mathematics in general, the boundary of a subset of a topological space is the set of points in the closure of not belonging to the interior of.
See Likelihood function and Boundary (topology)
Cambridge University Press
Cambridge University Press is the university press of the University of Cambridge.
See Likelihood function and Cambridge University Press
Change of basis
In mathematics, an ordered basis of a vector space of finite dimension allows representing uniquely any element of the vector space by a coordinate vector, which is a sequence of scalars called coordinates.
See Likelihood function and Change of basis
Chapman & Hall
Chapman & Hall is an imprint owned by CRC Press, originally founded as a British publishing house in London in the first half of the 19th century by Edward Chapman and William Hall.
See Likelihood function and Chapman & Hall
Compact space
In mathematics, specifically general topology, compactness is a property that seeks to generalize the notion of a closed and bounded subset of Euclidean space.
See Likelihood function and Compact space
Computational complexity
In computer science, the computational complexity or simply complexity of an algorithm is the amount of resources required to run it.
See Likelihood function and Computational complexity
Concave function
In mathematics, a concave function is one for which the value at any convex combination of elements in the domain is greater than or equal to the convex combination of the values at the endpoints.
See Likelihood function and Concave function
Conditional entropy
In information theory, the conditional entropy quantifies the amount of information needed to describe the outcome of a random variable Y given that the value of another random variable X is known.
See Likelihood function and Conditional entropy
Conditional probability
In probability theory, conditional probability is a measure of the probability of an event occurring, given that another event (by assumption, presumption, assertion or evidence) is already known to have occurred.
See Likelihood function and Conditional probability
Conditional probability distribution
In probability theory and statistics, the conditional probability distribution is a probability distribution that describes the probability of an outcome given the occurrence of a particular event.
See Likelihood function and Conditional probability distribution
Confidence interval
Informally, in frequentist statistics, a confidence interval (CI) is an interval which is expected to typically contain the parameter being estimated.
See Likelihood function and Confidence interval
Confidence region
In statistics, a confidence region is a multi-dimensional generalization of a confidence interval.
See Likelihood function and Confidence region
Connected space
In topology and related branches of mathematics, a connected space is a topological space that cannot be represented as the union of two or more disjoint non-empty open subsets.
See Likelihood function and Connected space
Consistent estimator
In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to θ0.
See Likelihood function and Consistent estimator
Continuous function
In mathematics, a continuous function is a function such that a small variation of the argument induces a small variation of the value of the function.
See Likelihood function and Continuous function
Continuous or discrete variable
In mathematics and statistics, a quantitative variable may be continuous or discrete if they are typically obtained by measuring or counting, respectively.
See Likelihood function and Continuous or discrete variable
Contour line
A contour line (also isoline, isopleth, isoquant or isarithm) of a function of two variables is a curve along which the function has a constant value, so that the curve joins points of equal value.
See Likelihood function and Contour line
Counting measure
In mathematics, specifically measure theory, the counting measure is an intuitive way to put a measure on any set – the "size" of a subset is taken to be the number of elements in the subset if the subset has finitely many elements, and infinity \infty if the subset is infinite.
See Likelihood function and Counting measure
Coverage probability
In statistical estimation theory, the coverage probability, or coverage for short, is the probability that a confidence interval or confidence region will include the true value (parameter) of interest.
See Likelihood function and Coverage probability
Credible interval
In Bayesian statistics, a credible interval is an interval used to characterize a probability distribution.
See Likelihood function and Credible interval
D. Reidel
D.
See Likelihood function and D. Reidel
Derivative
The derivative is a fundamental tool of calculus that quantifies the sensitivity of change of a function's output with respect to its input.
See Likelihood function and Derivative
Design matrix
In statistics and in particular in regression analysis, a design matrix, also known as model matrix or regressor matrix and often denoted by X, is a matrix of values of explanatory variables of a set of objects.
See Likelihood function and Design matrix
Differential calculus
In mathematics, differential calculus is a subfield of calculus that studies the rates at which quantities change.
See Likelihood function and Differential calculus
Elsevier
Elsevier is a Dutch academic publishing company specializing in scientific, technical, and medical content.
See Likelihood function and Elsevier
Empirical likelihood
In probability theory and statistics, empirical likelihood (EL) is a nonparametric method for estimating the parameters of statistical models.
See Likelihood function and Empirical likelihood
Estimating equations
In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated.
See Likelihood function and Estimating equations
Euclidean space
Euclidean space is the fundamental space of geometry, intended to represent physical space.
See Likelihood function and Euclidean space
Event (probability theory)
In probability theory, an event is a set of outcomes of an experiment (a subset of the sample space) to which a probability is assigned.
See Likelihood function and Event (probability theory)
Evidence-based medicine
Evidence-based medicine (EBM) is "the conscientious, explicit and judicious use of current best evidence in making decisions about the care of individual patients.
See Likelihood function and Evidence-based medicine
Exponential family
In probability and statistics, an exponential family is a parametric set of probability distributions of a certain form, specified below.
See Likelihood function and Exponential family
Exponentiation
In mathematics, exponentiation is an operation involving two numbers: the base and the exponent or power.
See Likelihood function and Exponentiation
Extreme value theorem
In calculus, the extreme value theorem states that if a real-valued function f is continuous on the closed and bounded interval, then f must attain a maximum and a minimum, each at least once.
See Likelihood function and Extreme value theorem
Fair coin
In probability theory and statistics, a sequence of independent Bernoulli trials with probability 1/2 of success on each trial is metaphorically called a fair coin.
See Likelihood function and Fair coin
Fisher information
In mathematical statistics, the Fisher information (sometimes simply called information) is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.
See Likelihood function and Fisher information
Fisher's exact test
Fisher's exact test is a statistical significance test used in the analysis of contingency tables.
See Likelihood function and Fisher's exact test
Foundations of statistics
The foundations of statistics consist of the mathematical and philosophical basis for arguments and inferences made using statistics.
See Likelihood function and Foundations of statistics
Frequency (statistics)
In statistics, the frequency or absolute frequency of an event i is the number n_i of times the observation has occurred/recorded in an experiment or study.
See Likelihood function and Frequency (statistics)
Frequentist inference
Frequentist inference is a type of statistical inference based in frequentist probability, which treats “probability” in equivalent terms to “frequency” and draws conclusions from sample-data by means of emphasizing the frequency or proportion of findings in the data.
See Likelihood function and Frequentist inference
Frequentist probability
Frequentist probability or frequentism is an interpretation of probability; it defines an event's probability as the limit of its relative frequency in many trials (the long-run probability).
See Likelihood function and Frequentist probability
Frisch–Waugh–Lovell theorem
In econometrics, the Frisch–Waugh–Lovell (FWL) theorem is named after the econometricians Ragnar Frisch, Frederick V. Waugh, and Michael C. Lovell.
See Likelihood function and Frisch–Waugh–Lovell theorem
Function (mathematics)
In mathematics, a function from a set to a set assigns to each element of exactly one element of.
See Likelihood function and Function (mathematics)
Fundamental theorem of calculus
The fundamental theorem of calculus is a theorem that links the concept of differentiating a function (calculating its slopes, or rate of change at each point in time) with the concept of integrating a function (calculating the area under its graph, or the cumulative effect of small contributions).
See Likelihood function and Fundamental theorem of calculus
Gamma distribution
In probability theory and statistics, the gamma distribution is a versatile two-parameter family of continuous probability distributions.
See Likelihood function and Gamma distribution
Gradient
In vector calculus, the gradient of a scalar-valued differentiable function f of several variables is the vector field (or vector-valued function) \nabla f whose value at a point p gives the direction and the rate of fastest increase.
See Likelihood function and Gradient
Graph of a function
In mathematics, the graph of a function f is the set of ordered pairs (x, y), where f(x).
See Likelihood function and Graph of a function
Hessian matrix
In mathematics, the Hessian matrix, Hessian or (less commonly) Hesse matrix is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field.
See Likelihood function and Hessian matrix
Hypergeometric distribution
In probability theory and statistics, the hypergeometric distribution is a discrete probability distribution that describes the probability of k successes (random draws for which the object drawn has a specified feature) in n draws, without replacement, from a finite population of size N that contains exactly K objects with that feature, wherein each draw is either a success or a failure.
See Likelihood function and Hypergeometric distribution
Independence (probability theory)
Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes.
See Likelihood function and Independence (probability theory)
Independent and identically distributed random variables
In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent.
See Likelihood function and Independent and identically distributed random variables
Informant (statistics)
In statistics, the score (or informant) is the gradient of the log-likelihood function with respect to the parameter vector.
See Likelihood function and Informant (statistics)
Information content
In information theory, the information content, self-information, surprisal, or Shannon information is a basic quantity derived from the probability of a particular event occurring from a random variable.
See Likelihood function and Information content
Information theory
Information theory is the mathematical study of the quantification, storage, and communication of information.
See Likelihood function and Information theory
Inner product space
In mathematics, an inner product space (or, rarely, a Hausdorff pre-Hilbert space) is a real vector space or a complex vector space with an operation called an inner product.
See Likelihood function and Inner product space
Interval (mathematics)
In mathematics, a (real) interval is the set of all real numbers lying between two fixed endpoints with no "gaps".
See Likelihood function and Interval (mathematics)
Interval estimation
In statistics, interval estimation is the use of sample data to estimate an interval of possible values of a parameter of interest.
See Likelihood function and Interval estimation
Inverse function
In mathematics, the inverse function of a function (also called the inverse of) is a function that undoes the operation of.
See Likelihood function and Inverse function
Inverse function theorem
In mathematics, specifically differential calculus, the inverse function theorem gives a sufficient condition for a function to be invertible in a neighborhood of a point in its domain: namely, that its derivative is continuous and non-zero at the point.
See Likelihood function and Inverse function theorem
Inverse probability
In probability theory, inverse probability is an old term for the probability distribution of an unobserved variable. Likelihood function and inverse probability are Bayesian statistics.
See Likelihood function and Inverse probability
Johns Hopkins University Press
Johns Hopkins University Press (also referred to as JHU Press or JHUP) is the publishing division of Johns Hopkins University.
See Likelihood function and Johns Hopkins University Press
Joint probability distribution
Given two random variables that are defined on the same probability space, the joint probability distribution is the corresponding probability distribution on all possible pairs of outputs.
See Likelihood function and Joint probability distribution
Journal of the American Statistical Association
The Journal of the American Statistical Association (JASA) is the primary journal published by the American Statistical Association, the main professional body for statisticians in the United States.
See Likelihood function and Journal of the American Statistical Association
Journal of the Royal Statistical Society
The Journal of the Royal Statistical Society is a peer-reviewed scientific journal of statistics.
See Likelihood function and Journal of the Royal Statistical Society
Laplace's approximation
Laplace's approximation provides an analytical expression for a posterior probability distribution by fitting a Gaussian distribution with a mean equal to the MAP solution and precision equal to the observed Fisher information.
See Likelihood function and Laplace's approximation
Leibniz integral rule
In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Wilhelm Leibniz, states that for an integral of the form \int_^ f(x,t)\,dt, where -\infty and the integrands are functions dependent on x, the derivative of this integral is expressible as \begin & \frac \left (\int_^ f(x,t)\,dt \right) \\ &.
See Likelihood function and Leibniz integral rule
Likelihood principle
In statistics, the likelihood principle is the proposition that, given a statistical model, all the evidence in a sample relevant to model parameters is contained in the likelihood function. Likelihood function and likelihood principle are likelihood.
See Likelihood function and Likelihood principle
Likelihood ratios in diagnostic testing
In evidence-based medicine, likelihood ratios are used for assessing the value of performing a diagnostic test.
See Likelihood function and Likelihood ratios in diagnostic testing
Likelihood-ratio test
In statistics, the likelihood-ratio test is a hypothesis test that involves comparing the goodness of fit of two competing statistical models, typically one found by maximization over the entire parameter space and another found after imposing some constraint, based on the ratio of their likelihoods.
See Likelihood function and Likelihood-ratio test
Likelihoodist statistics
Likelihoodist statistics or likelihoodism is an approach to statistics that exclusively or primarily uses the likelihood function. Likelihood function and likelihoodist statistics are likelihood.
See Likelihood function and Likelihoodist statistics
Linear regression
In statistics, linear regression is a statistical model which estimates the linear relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables).
See Likelihood function and Linear regression
Log probability
In probability theory and computer science, a log probability is simply a logarithm of a probability.
See Likelihood function and Log probability
Logarithmically concave function
In convex analysis, a non-negative function is logarithmically concave (or log-concave for short) if its domain is a convex set, and if it satisfies the inequality for all and.
See Likelihood function and Logarithmically concave function
Loss function
In mathematical optimization and decision theory, a loss function or cost function (sometimes also called an error function) is a function that maps an event or values of one or more variables onto a real number intuitively representing some "cost" associated with the event.
See Likelihood function and Loss function
Marginal likelihood
A marginal likelihood is a likelihood function that has been integrated over the parameter space. Likelihood function and marginal likelihood are Bayesian statistics.
See Likelihood function and Marginal likelihood
Mathematical optimization
Mathematical optimization (alternatively spelled optimisation) or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives.
See Likelihood function and Mathematical optimization
Maximum likelihood estimation
In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. Likelihood function and maximum likelihood estimation are likelihood.
See Likelihood function and Maximum likelihood estimation
Medical test
A medical test is a medical procedure performed to detect, diagnose, or monitor diseases, disease processes, susceptibility, or to determine a course of treatment.
See Likelihood function and Medical test
Middle English
Middle English (abbreviated to ME) is a form of the English language that was spoken after the Norman Conquest of 1066, until the late 15th century.
See Likelihood function and Middle English
Mixed model
A mixed model, mixed-effects model or mixed error-component model is a statistical model containing both fixed effects and random effects.
See Likelihood function and Mixed model
Monotonic function
In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order.
See Likelihood function and Monotonic function
Morse theory
In mathematics, specifically in differential topology, Morse theory enables one to analyze the topology of a manifold by studying differentiable functions on that manifold.
See Likelihood function and Morse theory
Mountain pass theorem
The mountain pass theorem is an existence theorem from the calculus of variations, originally due to Antonio Ambrosetti and Paul Rabinowitz.
See Likelihood function and Mountain pass theorem
Negative definiteness
In mathematics, negative definiteness is a property of any object to which a bilinear form may be naturally associated, which is negative-definite.
See Likelihood function and Negative definiteness
Neighbourhood (mathematics)
In topology and related areas of mathematics, a neighbourhood (or neighborhood) is one of the basic concepts in a topological space.
See Likelihood function and Neighbourhood (mathematics)
Neyman–Pearson lemma
In statistics, the Neyman–Pearson lemma describes the existence and uniqueness of the likelihood ratio as a uniformly most powerful test in certain contexts.
See Likelihood function and Neyman–Pearson lemma
Nuisance parameter
In statistics, a nuisance parameter is any parameter which is unspecified but which must be accounted for in the hypothesis testing of the parameters which are of interest.
See Likelihood function and Nuisance parameter
Odds
In probability theory, odds provide a measure of the probability of a particular outcome.
See Likelihood function and Odds
Open set
In mathematics, an open set is a generalization of an open interval in the real line.
See Likelihood function and Open set
Outcome (probability)
In probability theory, an outcome is a possible result of an experiment or trial.
See Likelihood function and Outcome (probability)
Oxford University Press
Oxford University Press (OUP) is the publishing house of the University of Oxford.
See Likelihood function and Oxford University Press
Parameter space
The parameter space is the space of possible parameter values that define a particular mathematical model.
See Likelihood function and Parameter space
Parametric model
In statistics, a parametric model or parametric family or finite-dimensional model is a particular class of statistical models.
See Likelihood function and Parametric model
Partial derivative
In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary).
See Likelihood function and Partial derivative
Partition of a set
In mathematics, a partition of a set is a grouping of its elements into non-empty subsets, in such a way that every element is included in exactly one subset.
See Likelihood function and Partition of a set
Phylogenetics
In biology, phylogenetics is the study of the evolutionary history and relationships among or within groups of organisms.
See Likelihood function and Phylogenetics
Point estimation
In statistics, point estimation involves the use of sample data to calculate a single value (known as a point estimate since it identifies a point in some parameter space) which is to serve as a "best guess" or "best estimate" of an unknown population parameter (for example, the population mean).
See Likelihood function and Point estimation
Positive definiteness
In mathematics, positive definiteness is a property of any object to which a bilinear form or a sesquilinear form may be naturally associated, which is positive-definite.
See Likelihood function and Positive definiteness
Posterior probability
The posterior probability is a type of conditional probability that results from updating the prior probability with information summarized by the likelihood via an application of Bayes' rule. Likelihood function and posterior probability are Bayesian statistics.
See Likelihood function and Posterior probability
Power (statistics)
In frequentist statistics, power is a measure of the ability of an experimental design and hypothesis testing setup to detect a particular effect if it is truly present.
See Likelihood function and Power (statistics)
Precision (statistics)
In statistics, the precision matrix or concentration matrix is the matrix inverse of the covariance matrix or dispersion matrix, P. Likelihood function and precision (statistics) are Bayesian statistics.
See Likelihood function and Precision (statistics)
Princeton University Press
Princeton University Press is an independent publisher with close connections to Princeton University.
See Likelihood function and Princeton University Press
Principle of maximum entropy
The principle of maximum entropy states that the probability distribution which best represents the current state of knowledge about a system is the one with largest entropy, in the context of precisely stated prior data (such as a proposition that expresses testable information). Likelihood function and principle of maximum entropy are Bayesian statistics.
See Likelihood function and Principle of maximum entropy
Prior probability
A prior probability distribution of an uncertain quantity, often simply called the prior, is its assumed probability distribution before some evidence is taken into account. Likelihood function and prior probability are Bayesian statistics.
See Likelihood function and Prior probability
Probability density function
In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would be equal to that sample.
See Likelihood function and Probability density function
Probability distribution
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of possible outcomes for an experiment.
See Likelihood function and Probability distribution
Probability mass function
In probability and statistics, a probability mass function (sometimes called probability function or frequency function) is a function that gives the probability that a discrete random variable is exactly equal to some value.
See Likelihood function and Probability mass function
Product rule
In calculus, the product rule (or Leibniz rule or Leibniz product rule) is a formula used to find the derivatives of products of two or more functions.
See Likelihood function and Product rule
Projection matrix
In statistics, the projection matrix (\mathbf), sometimes also called the influence matrix or hat matrix (\mathbf), maps the vector of response values (dependent variable values) to the vector of fitted values (or predicted values).
See Likelihood function and Projection matrix
Proportional hazards model
Proportional hazards models are a class of survival models in statistics.
See Likelihood function and Proportional hazards model
Pseudolikelihood
In statistical theory, a pseudolikelihood is an approximation to the joint probability distribution of a collection of random variables.
See Likelihood function and Pseudolikelihood
Radon–Nikodym theorem
In mathematics, the Radon–Nikodym theorem is a result in measure theory that expresses the relationship between two measures defined on the same measurable space.
See Likelihood function and Radon–Nikodym theorem
Random variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events.
See Likelihood function and Random variable
Realization (probability)
In probability and statistics, a realization, observation, or observed value, of a random variable is the value that is actually observed (what actually happened).
See Likelihood function and Realization (probability)
Restricted maximum likelihood
In statistics, the restricted (or residual, or reduced) maximum likelihood (REML) approach is a particular form of maximum likelihood estimation that does not base estimates on a maximum likelihood fit of all the information, but instead uses a likelihood function calculated from a transformed set of data, so that nuisance parameters have no effect.
See Likelihood function and Restricted maximum likelihood
Rolle's theorem
In calculus, Rolle's theorem or Rolle's lemma essentially states that any real-valued differentiable function that attains equal values at two distinct points must have at least one point, somewhere between them, at which the slope of the tangent line is zero.
See Likelihood function and Rolle's theorem
Ronald Fisher
Sir Ronald Aylmer Fisher (17 February 1890 – 29 July 1962) was a British polymath who was active as a mathematician, statistician, biologist, geneticist, and academic.
See Likelihood function and Ronald Fisher
Sample mean and covariance
The sample mean (sample average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from a sample of data on one or more random variables.
See Likelihood function and Sample mean and covariance
Shorter Oxford English Dictionary
The Shorter Oxford English Dictionary (SOED) is an English language dictionary published by the Oxford University Press.
See Likelihood function and Shorter Oxford English Dictionary
Simple random sample
In statistics, a simple random sample (or SRS) is a subset of individuals (a sample) chosen from a larger set (a population) in which a subset of individuals are chosen randomly, all with the same probability.
See Likelihood function and Simple random sample
Smoothness
In mathematical analysis, the smoothness of a function is a property measured by the number, called differentiability class, of continuous derivatives it has over its domain.
See Likelihood function and Smoothness
Springer Science+Business Media, commonly known as Springer, is a German multinational publishing company of books, e-books and peer-reviewed journals in science, humanities, technical and medical (STM) publishing.
See Likelihood function and Springer Science+Business Media
Stack Exchange
Stack Exchange is a network of question-and-answer (Q&A) websites on topics in diverse fields, each site covering a specific topic, where questions, answers, and users are subject to a reputation award process.
See Likelihood function and Stack Exchange
Standard error
The standard error (SE) of a statistic (usually an estimate of a parameter) is the standard deviation of its sampling distribution or an estimate of that standard deviation.
See Likelihood function and Standard error
Stationary point
In mathematics, particularly in calculus, a stationary point of a differentiable function of one variable is a point on the graph of the function where the function's derivative is zero.
See Likelihood function and Stationary point
Statistic
A statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose.
See Likelihood function and Statistic
Statistical hypothesis test
A statistical hypothesis test is a method of statistical inference used to decide whether the data sufficiently support a particular hypothesis.
See Likelihood function and Statistical hypothesis test
Statistical model
A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of sample data (and similar data from a larger population).
See Likelihood function and Statistical model
Statistical parameter
In statistics, as opposed to its general use in mathematics, a parameter is any quantity of a statistical population that summarizes or describes an aspect of the population, such as a mean or a standard deviation.
See Likelihood function and Statistical parameter
Statistical Science
Statistical Science is a review journal published by the Institute of Mathematical Statistics.
See Likelihood function and Statistical Science
Statistical significance
In statistical hypothesis testing, a result has statistical significance when a result at least as "extreme" would be very infrequent if the null hypothesis were true.
See Likelihood function and Statistical significance
Sufficient statistic
In statistics, sufficiency is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset.
See Likelihood function and Sufficient statistic
Taylor series
In mathematics, the Taylor series or Taylor expansion of a function is an infinite sum of terms that are expressed in terms of the function's derivatives at a single point.
See Likelihood function and Taylor series
Test statistic
Test statistic is a quantity derived from the sample for statistical hypothesis testing.
See Likelihood function and Test statistic
The American Statistician
The American Statistician is a quarterly peer-reviewed scientific journal covering statistics published by Taylor & Francis on behalf of the American Statistical Association.
See Likelihood function and The American Statistician
Topographic profile
A topographic profile or topographic cut or elevation profile is a representation of the relief of the terrain that is obtained by cutting transversely the lines of a topographic map.
See Likelihood function and Topographic profile
Tunghai University
Tunghai University (THU;; lit. East Sea University) is a private university in Taiwan, established in 1955.
See Likelihood function and Tunghai University
Univariate
In mathematics, a univariate object is an expression, equation, function or polynomial involving only one variable.
See Likelihood function and Univariate
Well-defined expression
In mathematics, a well-defined expression or unambiguous expression is an expression whose definition assigns it a unique interpretation or value.
See Likelihood function and Well-defined expression
Wiley (publisher)
John Wiley & Sons, Inc., commonly known as Wiley, is an American multinational publishing company that focuses on academic publishing and instructional materials.
See Likelihood function and Wiley (publisher)
Wilks' theorem
In statistics, Wilks' theorem states that the log-likelihood ratio is asymptotically normal.
See Likelihood function and Wilks' theorem
See also
Likelihood
- Likelihood function
- Likelihood principle
- Likelihoodist statistics
- Maximum likelihood estimation
- Method of support
- Quasi-likelihood
- Relative likelihood
References
[1] https://en.wikipedia.org/wiki/Likelihood_function
Also known as Concentrated likelihood, Concentrated likelihood function, Conditional likelihood, Likelihood, Likelihood (statistics), Likelihood density function, Likelihood equations, Likelihood functions, Likelihood ratio, Likelihood-ratio, Likelihoods, Log likelihood, Log-likelihood, Log-likelihood function, Loglikelihood, Profile likelihood, Profile-likelihood function, Support curve.
, Frequency (statistics), Frequentist inference, Frequentist probability, Frisch–Waugh–Lovell theorem, Function (mathematics), Fundamental theorem of calculus, Gamma distribution, Gradient, Graph of a function, Hessian matrix, Hypergeometric distribution, Independence (probability theory), Independent and identically distributed random variables, Informant (statistics), Information content, Information theory, Inner product space, Interval (mathematics), Interval estimation, Inverse function, Inverse function theorem, Inverse probability, Johns Hopkins University Press, Joint probability distribution, Journal of the American Statistical Association, Journal of the Royal Statistical Society, Laplace's approximation, Leibniz integral rule, Likelihood principle, Likelihood ratios in diagnostic testing, Likelihood-ratio test, Likelihoodist statistics, Linear regression, Log probability, Logarithmically concave function, Loss function, Marginal likelihood, Mathematical optimization, Maximum likelihood estimation, Medical test, Middle English, Mixed model, Monotonic function, Morse theory, Mountain pass theorem, Negative definiteness, Neighbourhood (mathematics), Neyman–Pearson lemma, Nuisance parameter, Odds, Open set, Outcome (probability), Oxford University Press, Parameter space, Parametric model, Partial derivative, Partition of a set, Phylogenetics, Point estimation, Positive definiteness, Posterior probability, Power (statistics), Precision (statistics), Princeton University Press, Principle of maximum entropy, Prior probability, Probability density function, Probability distribution, Probability mass function, Product rule, Projection matrix, Proportional hazards model, Pseudolikelihood, Radon–Nikodym theorem, Random variable, Realization (probability), Restricted maximum likelihood, Rolle's theorem, Ronald Fisher, Sample mean and covariance, Shorter Oxford English Dictionary, Simple random sample, Smoothness, Springer Science+Business Media, Stack Exchange, Standard error, Stationary point, Statistic, Statistical hypothesis test, Statistical model, Statistical parameter, Statistical Science, Statistical significance, Sufficient statistic, Taylor series, Test statistic, The American Statistician, Topographic profile, Tunghai University, Univariate, Well-defined expression, Wiley (publisher), Wilks' theorem.