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likelihood function

tõepärafunktsioon; tõepära

olemus
ISO 3534:
tihedusfunktsioon, mis
väärtustatkse vaatlusväärtustel ning
loetakse jaotuste pere parameetrite funktsiooniks
EXAMPLE 1:Consider a situation in which ten items are selected at random from a very large population and 3 of the items are found to have a specific characteristic. From this sample, an intuitive estimate of the population proportion having the characteristic is 0,3 (3 out of 10). Under a binomial distribution model, the likelihood function (probability mass function as a function of p with n fixed at 10 and x at 3) achieves its maximum at p = 0,3, thus agreeing with intuition.
[This can be further verified by plotting the probability mass function of the binomial distribution 120 p3 (1 − p) 7 versus p.]
EXAMPLE 2:For the normal distribution with known standard deviation, it can be shown in general that the likelihood function takes its maximum at μ equal to the sample mean.


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ülevaateid
https://www.statisticshowto.com/likelihood-function/

http://mathworld.wolfram.com/LikelihoodFunction.html

http://planetmath.org/likelihoodfunction

https://en.wikipedia.org/wiki/Likelihood_function

https://hea-www.harvard.edu/AstroStat/aas227_2016/lecture1_Robinson.pdf

http://www.medicine.mcgill.ca/epidemiology/hanley/bios601/Likelihood/Likelihood.pdf

https://mbb-team.github.io/VBA-toolbox/wiki/Bayesian-modelling-introduction/