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Aug 7, 2017 at 21:06 history closed kjetil b halvorsen
Michael R. Chernick
John
mdewey
Sean Easter
Duplicate of What is the difference between "likelihood" and "probability"?
Aug 6, 2017 at 20:24 review Close votes
Aug 7, 2017 at 21:06
Apr 13, 2017 at 12:44 history edited CommunityBot
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Jun 25, 2015 at 7:08 history edited user42140 CC BY-SA 3.0
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Jun 24, 2015 at 20:57 comment added user42140 and coming back to my original question: In the thread that I referenced, I still cannot figure out why the likelihood is defined for $\theta > 1$ rather than the original domain of $[0, $\theta]$? I would comment on that thread but I do not have enough reputation points.
Jun 24, 2015 at 20:55 comment added user42140 Ok, after reading that thread one thing that seems to be the case is that the model parameters are constant but unknown and the prior distribution does not model the variability of the parameter but rather the fact that we are uncertain about the parameter value. So, even though the parameter can take many values with non-zero probability, it is still a constant in the sense that there is a true parameter value which we can never know with full certainty. Is that the correct way to look at it?
Jun 24, 2015 at 13:36 comment added whuber Because this post concerns the meaning of likelihood and notation for describing it, may I suggest reading the thread on these subjects at stats.stackexchange.com/questions/2641? That may resolve many of the underlying issues reflected here. One issue it might not resolve concerns the last one, which comes down to the proper description of density functions. The density of $U(0,\theta)$ is not $1/\theta$: it is zero outside the interval $[0,\theta]$. It is essential to specify that when working with the density.
Jun 24, 2015 at 8:41 history edited user42140 CC BY-SA 3.0
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Jun 24, 2015 at 8:08 comment added user42140 Just to clarify, I thought in the frequentist way of thinking $\theta$ is a constant (although an unknown one) and in the Bayesian way $\theta$ is a latent RV.
Jun 24, 2015 at 7:51 comment added user42140 In the bayesian paradigm, are the parameters not RVs? Is that not why we have a distribution over them (the prior?)
Jun 24, 2015 at 5:37 comment added Glen_b Parameters are constants! Note that you cannot have $U(0,\infty)$
Jun 24, 2015 at 4:26 history asked user42140 CC BY-SA 3.0