Timeline for Why likelihood is not always a density function? [duplicate]
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Jun 23, 2014 at 17:33 | comment | added | rapaio | In the context of maximum likelihood estimator, it is obvious that any constant is irrelevant. My question is not closed in the MLE estimation, but in the more general Bayesian framework. Due to my innocent/stupid previous understanding I did not noticed that you really start with likelihood, and after you enrich the model with the Bayesian equation you simply switch the fixed/reference point (you switch from fixed parameter to fixed data) to estimate parameters. In the book the switch was already assumed, and in this context the likelihood is not a pdf anymore. | |
| Jun 23, 2014 at 15:39 | comment | added | Momo | Perhaps it is a close call. My opinion is that it is clear from the first (also by Kjetil) and third answer, that a likelihood function for the same data can be defined up to a multiplicative constant, thus unless that constant is one at least one cannot be a density. Anyway, perhaps this answer makes it clearer, closing just stops additional answers. | |
| Jun 23, 2014 at 14:10 | comment | added | rapaio | I see that duplicated question contains in some what what I was interested for. However, until the answer of @kjetil which describes also the context, I did not had a clear intuition. I am OK with closing this question if you consider. However that question is about something else, and simply the fact that it contains in comments the answer to my question I think is not so useful for someone who ask what I asked. (I saw that question, while searching for an answer, but, obviously, I missed the answer) | |
| Jun 23, 2014 at 14:03 | vote | accept | rapaio | ||
| Jun 22, 2014 at 18:02 | history | closed |
Momo Nick Stauner gung - Reinstate Monica COOLSerdash Scortchi♦ |
Duplicate of What does "likelihood is only defined up to a multiplicative constant of proportionality" mean in practice? | |
| Jun 22, 2014 at 8:24 | answer | added | kjetil b halvorsen♦ | timeline score: 5 | |
| Jun 21, 2014 at 22:41 | review | Close votes | |||
| Jun 22, 2014 at 18:02 | |||||
| Jun 21, 2014 at 22:18 | comment | added | Momo | Also here stats.stackexchange.com/questions/97515/… | |
| Jun 21, 2014 at 18:58 | history | asked | rapaio | CC BY-SA 3.0 |