2 added 6 characters in body edited Jan 4 '16 at 20:07 Neil G 10k11 gold badge3232 silver badges7373 bronze badges This is the kind of question that just about everybody is going to answer and I would expect all the answers to be good. But you're a mathematician, Douglas, so let me offer a mathematical reply. A A statistical model has to connect two distinct conceptual entities: data, which are elements $$x$$ of some set (such as a vector space), and a possible quantitative model of the data behavior. Models are usually represented by points $$\theta$$ on a finite dimensional manifold, a manifold with boundary, or a function space (the latter is termed a "non-parametric" problem). The The data $$x$$ are connected to the possible models $$\theta$$ by means of a function $$\Lambda(x, \theta)$$. For any given $$\theta$$, $$\Lambda(x, \theta)$$ is intended to be the probability (or probability density) of $$x$$. For any given $$x$$, on the other hand, $$\Lambda(x, \theta)$$ can be viewed as a function of $$\theta$$ and is usually assumed to have certain nice properties, such as being continuously second differentiable. The intention to view $$\Lambda$$ in this way and to invoke these assumptions is announced by calling $$\Lambda$$ the "likelihood." It's It's quite like the distinction between variables and parameters in a differential equation: sometimes we want to study the solution (i.e., we focus on the variables as the argument) and sometimes we want to study how the solution varies with the parameters. The main distinction is that in statistics we rarely need to study the simultaneous variation of both sets of arguments; there is no statistical object that naturally corresponds to changing both the data $$x$$ and the model parameters $$\theta$$. That's why you hear more about this dichotomy than you would in analogous mathematical settings. This is the kind of question that just about everybody is going to answer and I would expect all the answers to be good. But you're a mathematician, Douglas, so let me offer a mathematical reply. A statistical model has to connect two distinct conceptual entities: data, which are elements $$x$$ of some set (such as a vector space), and a possible quantitative model of the data behavior. Models are usually represented by points $$\theta$$ on a finite dimensional manifold, a manifold with boundary, or a function space (the latter is termed a "non-parametric" problem). The data $$x$$ are connected to the possible models $$\theta$$ by means of a function $$\Lambda(x, \theta)$$. For any given $$\theta$$, $$\Lambda(x, \theta)$$ is intended to be the probability (or probability density) of $$x$$. For any given $$x$$, on the other hand, $$\Lambda(x, \theta)$$ can be viewed as a function of $$\theta$$ and is usually assumed to have certain nice properties, such as being continuously second differentiable. The intention to view $$\Lambda$$ in this way and to invoke these assumptions is announced by calling $$\Lambda$$ the "likelihood." It's quite like the distinction between variables and parameters in a differential equation: sometimes we want to study the solution (i.e., we focus on the variables as the argument) and sometimes we want to study how the solution varies with the parameters. The main distinction is that in statistics we rarely need to study the simultaneous variation of both sets of arguments; there is no statistical object that naturally corresponds to changing both the data $$x$$ and the model parameters $$\theta$$. That's why you hear more about this dichotomy than you would in analogous mathematical settings. This is the kind of question that just about everybody is going to answer and I would expect all the answers to be good. But you're a mathematician, Douglas, so let me offer a mathematical reply. A statistical model has to connect two distinct conceptual entities: data, which are elements $$x$$ of some set (such as a vector space), and a possible quantitative model of the data behavior. Models are usually represented by points $$\theta$$ on a finite dimensional manifold, a manifold with boundary, or a function space (the latter is termed a "non-parametric" problem). The data $$x$$ are connected to the possible models $$\theta$$ by means of a function $$\Lambda(x, \theta)$$. For any given $$\theta$$, $$\Lambda(x, \theta)$$ is intended to be the probability (or probability density) of $$x$$. For any given $$x$$, on the other hand, $$\Lambda(x, \theta)$$ can be viewed as a function of $$\theta$$ and is usually assumed to have certain nice properties, such as being continuously second differentiable. The intention to view $$\Lambda$$ in this way and to invoke these assumptions is announced by calling $$\Lambda$$ the "likelihood." It's quite like the distinction between variables and parameters in a differential equation: sometimes we want to study the solution (i.e., we focus on the variables as the argument) and sometimes we want to study how the solution varies with the parameters. The main distinction is that in statistics we rarely need to study the simultaneous variation of both sets of arguments; there is no statistical object that naturally corresponds to changing both the data $$x$$ and the model parameters $$\theta$$. That's why you hear more about this dichotomy than you would in analogous mathematical settings. 1 answered Sep 14 '10 at 15:45 whuber♦ 211k3434 gold badges464464 silver badges846846 bronze badges This is the kind of question that just about everybody is going to answer and I would expect all the answers to be good. But you're a mathematician, Douglas, so let me offer a mathematical reply. A statistical model has to connect two distinct conceptual entities: data, which are elements $$x$$ of some set (such as a vector space), and a possible quantitative model of the data behavior. Models are usually represented by points $$\theta$$ on a finite dimensional manifold, a manifold with boundary, or a function space (the latter is termed a "non-parametric" problem). The data $$x$$ are connected to the possible models $$\theta$$ by means of a function $$\Lambda(x, \theta)$$. For any given $$\theta$$, $$\Lambda(x, \theta)$$ is intended to be the probability (or probability density) of $$x$$. For any given $$x$$, on the other hand, $$\Lambda(x, \theta)$$ can be viewed as a function of $$\theta$$ and is usually assumed to have certain nice properties, such as being continuously second differentiable. The intention to view $$\Lambda$$ in this way and to invoke these assumptions is announced by calling $$\Lambda$$ the "likelihood." It's quite like the distinction between variables and parameters in a differential equation: sometimes we want to study the solution (i.e., we focus on the variables as the argument) and sometimes we want to study how the solution varies with the parameters. The main distinction is that in statistics we rarely need to study the simultaneous variation of both sets of arguments; there is no statistical object that naturally corresponds to changing both the data $$x$$ and the model parameters $$\theta$$. That's why you hear more about this dichotomy than you would in analogous mathematical settings.