Timeline for Can log likelihood function be negative
Current License: CC BY-SA 4.0
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| May 17, 2018 at 12:35 | comment | added | Nick Cox | In principle any probability or probability density being 0 means that the likelihood is 0 and the log-likelihood is indeterminate. In principle also saying that the likelihood is zero amounts to saying that some observed data are impossible and that surely means a misspecified model. So in practice only positive values for $f$ enter your equation. | |
| May 17, 2018 at 12:31 | history | edited | Nick Cox | CC BY-SA 4.0 |
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| May 17, 2018 at 12:14 | history | edited | Tim | CC BY-SA 4.0 |
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| May 17, 2018 at 10:29 | vote | accept | Maryam | ||
| May 17, 2018 at 10:29 | comment | added | Tim | @Maryam this should be explained in any mathematical statistics handbook, since follows from the definitions. | |
| May 17, 2018 at 10:26 | comment | added | Maryam | Thank you so much for your great answer. I am working on a project and I would like to clearly understand it. Could you advise me on some peer-review paper or a book about this, please? this will be very helpful to discuss it with my supervisor. | |
| May 17, 2018 at 10:21 | history | answered | Tim | CC BY-SA 4.0 |