likelihood function
Look at other dictionaries:
Likelihood function — In statistics, a likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, defined as follows: the likelihood of a set of parameter values given some observed outcomes is equal to the probability of … Wikipedia
Likelihood principle — In statistics,the likelihood principle is a controversial principle of statistical inference which asserts that all of the information in a sample is contained in the likelihood function.A likelihood function arises from a conditional probability … Wikipedia
Likelihood-ratio test — The likelihood ratio, often denoted by Lambda (the capital Greek letter lambda), is the ratio of the maximum probability of a result under two different hypotheses. A likelihood ratio test is a statistical test for making a decision between two… … Wikipedia
likelihood — noun a) The probability of a specified outcome; the chance of something happening; probability; the state of being probable. In all likelihood the meeting will be cancelled. b) Shorthand for likelihood function; the probability that a real world… … Wiktionary
likelihood ratio test — in statistics, a test using the ratio of the maximum value of the likelihood function from one statistical model to that from another model, a smaller ratio indicating a stronger relationship between the variables … Medical dictionary
likelihood — A statement of the chance that an unknown quantity in reality has a particular value based on the readiness with which it would account for a given set of data; in this way the merits of various competing interpretations may be compared. * * *… … Medical dictionary
Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… … Wikipedia
Quasi-maximum likelihood — A quasi maximum likelihood estimate (QMLE, also known as a pseudo likelihood estimate or a composite likelihood estimate ) is an estimate of a parameter θ in a statistical model that is formed by maximizing a function that is related to the… … Wikipedia
Quasi-likelihood — In statistics, quasi likelihood estimation is one way of allowing for overdispersion, that is, greater variability in the data than would be expected from the statistical model used. It is most often used with models for count data or grouped… … Wikipedia
Marginal likelihood — In statistics, a marginal likelihood function, or integrated likelihood, is a likelihood function in which some parameter variables have been marginalised. It may also be referred to as evidence, but this usage is somewhat idiosyncratic. Given a… … Wikipedia
