Timeline for What does a ratio of PDFs mean?
Current License: CC BY-SA 3.0
14 events
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| Jul 30, 2022 at 22:01 | history | edited | kjetil b halvorsen♦ |
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| Nov 5, 2021 at 0:56 | answer | added | kjetil b halvorsen♦ | timeline score: 3 | |
| Nov 5, 2021 at 0:51 | history | edited | kjetil b halvorsen♦ |
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| Jul 19, 2020 at 12:25 | comment | added | develarist | any more on this? and whether the pdf/cdf ratio is actually adopted in any applications | |
| Sep 13, 2017 at 1:23 | history | tweeted | twitter.com/StackStats/status/907776805217632256 | ||
| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
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| Feb 14, 2017 at 13:43 | comment | added | PM. | @JeremiasK Indeed and that rescaling adds some interpretability I think. If I say $r=1$ I know this is a likely observation but if I say $f=1$ then I can't conclude anything? | |
| Feb 14, 2017 at 11:52 | comment | added | Jeremias K | You just rescaled the probability density of $f$ by the magnitude of the mode. So the resulting function $r(x)$ is still a density for the random variable in question, albeit not a probability density. This could of course be alleviated by multiplying $r(x)$ by the magnitude of the mode. So you are actually just using a rescaled version of the probability density. | |
| Feb 14, 2017 at 11:50 | comment | added | PM. | @kjetilbhalvorsen Yes. I have seen likelihoods for parameters of a distribution, so it seems this is a different context. Are you saying this ratio could be defined as "the likelihood ratio for the observation relative to the mode" ? | |
| Feb 14, 2017 at 11:15 | comment | added | kjetil b halvorsen♦ | In some contects, a ratio of pdf's is a likelihood ratio. | |
| Feb 14, 2017 at 11:11 | history | edited | PM. | CC BY-SA 3.0 |
Added a figure and some text about my interpretation.
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| Feb 10, 2017 at 16:29 | history | edited | PM. | CC BY-SA 3.0 |
added formula to be more concrete about the ratio of interest
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| Feb 8, 2017 at 14:55 | review | First posts | |||
| Feb 8, 2017 at 15:24 | |||||
| Feb 8, 2017 at 14:55 | history | asked | PM. | CC BY-SA 3.0 |