Linked Questions
24 questions linked to/from Wikipedia entry on likelihood seems ambiguous
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In maximum likelihood estimation, can you maximize $p(x|\theta)$ rather than $L(\theta)$? [duplicate]
Why do you have to define a likelihood function then say you are maximising the likelihood function? Why can't you just maximize $p(x|\theta)$, which is an expression in $\theta$ ? What is technically ...
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Relation between likelihood function and conditional probability [duplicate]
I can't quite understand why the LHS equals to the RHS in the highlighted part in the following? A=theta, the model parameter. This is part of the deduction of loss function for logistic regression. ...
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Conflicting "facts" about the likelihood employed in Bayes theorem [duplicate]
Consider the following "facts" about Bayes theorem and likelihood:
Bayes theorem, written generically as $P(A|B) = \frac{ P(B|A) P(A) }{ P(B) }$
involves conditional and marginal probabilities. ...
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What is the difference between "likelihood" and "probability"?
The wikipedia page claims that likelihood and probability are distinct concepts.
In non-technical parlance, "likelihood" is usually a synonym for "probability," but in statistical usage there is a ...
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Maximum Likelihood Estimation (MLE) in layman terms
Could anyone explain to me in detail about maximum likelihood estimation (MLE) in layman's terms? I would like to know the underlying concept before going into mathematical derivation or equation.
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Is there any difference between Frequentist and Bayesian on the definition of Likelihood?
Some sources say likelihood function is not conditional probability, some say it is. This is very confusing to me.
According to most sources I have seen, the likelihood of a distribution with ...
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Why do people use $\mathcal{L}(\theta|x)$ for likelihood instead of $P(x|\theta)$?
According to the Wikipedia article Likelihood function, the likelihood function is defined as:
$$
\mathcal{L}(\theta|x)=P(x|\theta),
$$
with parameters $\theta$ and observed data $x$. This equals $p(...
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Relation between MAP, EM, and MLE
I am a beginner in machine learning. I can do programming fine but the theory confuses me a lot of the times.
What is the relation between Maximum Likelihood Estimation (MLE), Maximum A posteriori (...
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When (and why) do Bayesians reject valid Bayesian methods? [closed]
From what I have read and from answers to other questions I have asked here, many so-called frequentist methods correspond mathematically (I don't care if they correspond philosophically, I only care ...
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Why not to use Bayes theorem in the form $p(\theta | x) = \frac{L(\theta | x) p(\theta)}{p(x)}$?
There are a lot of questions (like this) about some ambiguity with Bayesian formula in continuous case.
$$p(\theta | x) = \frac{p(x | \theta) \cdot p(\theta)}{p(x)}$$
Oftentimes, confusion arises ...
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What's the difference between prior and marginal probabilities?
Let's say I have a distribution for a random variable S:
s | P(S=s)
--+-------
0 | .28
1 | .72
That's a prior, right? It ...
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why maximize likelihood, rather than maximizing the inverse of the likelihood? [duplicate]
Let $X$ be a vector of sample data, and $W$ is a vector of parameters of a model based on that data, and we want to estimate a vector $W^*$ that is, informally speaking, "as close to $W$ as possible".
...
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Relation between: Likelihood, conditional probability and failure rate
Crosspost from math.stacksexchange. Though it might fit better here.
My question is about the possibility of showing equivalence between the hazard rate, the conditional probability (of failure) and ...
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Weighted arithmetic mean weight choice in a simplified Bayes estimator
A Bayesian estimator as defined in the Wikipedia article
Practical example of Bayes estimators balances the prior knowledge of the entire data set with the knowledge of the subset. This is usually ...
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What does "parameterized by" mean?
Sometimes I have seen likelihood written as $L(\mu,\sigma |y)$ and sometimes as $L(y|\mu,\sigma)$.
I have been told that in the first case it means that there is a pre-assumed model depicting the ...
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