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Oct 29, 2023 at 6:55 comment added Kirsten Thanks Dave. I just wanted to confirm there wasn't something missing. I am glad you like it.
Oct 24, 2023 at 21:40 comment added Dave @Kirsten I thought he explained it quite well and even mentioned in the beginning of the video that the explanation applies to continuous distributions. What do you find to be missing from his animation?
Oct 24, 2023 at 21:38 comment added Kirsten Should that be a fresh question?
Oct 24, 2023 at 21:22 comment added Kirsten Thanks Dave. Do you have a visual way of explaining this? Josh explains that the distributions can be moved. ~youtube.com/watch?v=pYxNSUDSFH4
Oct 23, 2023 at 20:46 comment added Dave @Kirsten There's also a philosophical diference in that the likelihood fixes a value and varies the parameters(s), while the PDF fixes the parameters and then varies the value. What this means, at least in the (absolutely) continuous case such as with a Gaussian distribution, is that the likelihood looks at the height of the PDF at, say, $x=0$ as the parameters change, such as seeing which parameter gives the highest value at $x=0$ (so $\mu=0$ for a Gaussian distribution). In contrast, the PDF would fix the parameter and then calculate how high the PDF is at $x=0$.
Oct 23, 2023 at 20:38 history edited Dave CC BY-SA 4.0
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Oct 23, 2023 at 20:24 vote accept Kirsten
Oct 18, 2023 at 1:22 comment added Dave @Kirsten The two can coincide but do not have to. “These are sometimes the same” hardly seems like a legitimate mathematical definition.
Oct 18, 2023 at 1:18 comment added Kirsten @whuber so likelihood is probability density? according to josh but not you?
Oct 17, 2023 at 22:26 comment added whuber @Kirsten That is correct: because probability densities can become infinite, so can likelihoods. It's virtually certain, though, that any likelihood (for any reasonable model) evaluated on data will be finite. As an example, consider a Gamma$(\theta)$ model for a single observation $x.$ When $\theta \lt 1,$ the likelihood for $x=0$ is infinite. However, the chance that $x=0$ is nil. That's the distinction between probability density and probability that the video is attempting to illustrate.
Oct 17, 2023 at 21:56 comment added Kirsten The accepted one with the green tick
Oct 17, 2023 at 21:37 comment added Dave @Kirsten Whose answer?
Oct 17, 2023 at 21:30 comment added Kirsten Sorry. It is in the answer here ~stats.stackexchange.com/questions/4220/…
Oct 17, 2023 at 21:10 comment added Dave @Kirsten What in that link makes you think that likelihood can be infinite? I did not read it in detail but did not see any such claim.
Oct 17, 2023 at 21:08 comment added Kirsten I am understanding from this post that likelihood can be infinite ~stats.stackexchange.com/questions/140463/…
Oct 17, 2023 at 20:45 history edited Dave CC BY-SA 4.0
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Oct 17, 2023 at 0:22 history answered Dave CC BY-SA 4.0