Linked Questions

2
votes
1answer
4k views

how can I convert a negative log likelihood to likelihood? [duplicate]

how can I convert a negative log likelihood to likelihood between 0 and 1 ? I use HMMs package in R and I keep getting strange results of the log likelihood for example, -48569 ! I need to ...
8
votes
1answer
1k views

Meaning of Likelihood in layman's terms [duplicate]

Could you explain for me what is "likelihood principle (from R.A. Fisher)" without using any (or too serious) mathematical language? What will be the difference between "it is likely" and "it is ...
0
votes
1answer
1k views

Posterior and Likelihood probabilities meaning [duplicate]

I am a computer scientist, so I have a background at maths (however limited). I am reading about posterior distribution from here http://en.wikipedia.org/wiki/Posterior_distribution . It says there: ...
1
vote
1answer
437 views

The likelihood function: Why is it no pdf? [duplicate]

I know that there have already been a lot of questions about why the likelihood is no probability density function and I ve read most of the answers. However, to me the point is still not clear yet ...
3
votes
2answers
197 views

Bayes theorem confusion with likelihood [duplicate]

I learned that Bayes theorem was defined as follows : $$p(\theta\mid y)=\frac{p(y\mid\theta)p(\theta)}{p(y)}$$ But then today I came across definition with likelihood: $$p(\theta\mid y)=\frac{L(\...
0
votes
0answers
97 views

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 ...
2
votes
0answers
71 views

When can likelihood be interpreted as probability function? [duplicate]

I'm interested in likelihood $L(\theta | x) = P( x | \theta)$ seen as the function of $\theta$ for a given $x$. I have been reading in books and other posts that $L$ is generally not a probability ...
1
vote
0answers
69 views

Question about the calculation of likelihood function [duplicate]

I am looking at the answer on this thread: Why likelihood is not always a density function? Here as I understand that the likelihood function is given by: $$ L(\theta) = \frac{1}{\theta} \quad \...
0
votes
0answers
55 views

Likelihood function vs probability distribution function [duplicate]

I've been reading about Bayesian statistics and data analysis, and constantly see that $\text{posterior} \propto \text{prior} \ \times \text{likelihood}$. I'm familiar with fundamental probability and ...
114
votes
21answers
74k views

What's the difference between probability and statistics?

What's the difference between probability and statistics, and why are they studied together?
102
votes
16answers
10k views

What misused statistical terms are worth correcting?

Statistics is everywhere; common usage of statistical terms is, however, often unclear. The terms probability and odds are used interchangeable in lay English despite their well-defined and different ...
42
votes
9answers
6k views

Why do people use p-values instead of computing probability of the model given data?

Roughly speaking a p-value gives a probability of the observed outcome of an experiment given the hypothesis (model). Having this probability (p-value) we want to judge our hypothesis (how likely it ...
54
votes
4answers
24k views

What is the reason that a likelihood function is not a pdf?

What is the reason that a likelihood function is not a pdf (probability density function)?
25
votes
5answers
4k views

Maximum Likelihood Estimation — why it is used despite being biased in many cases

Maximum likelihood estimation often results into biased estimators (e.g., its estimate for the sample variance is biased for the Gaussian distribution). What then makes it so popular? Why exactly is ...
24
votes
6answers
14k views

How to calculate Zipf's law coefficient from a set of top frequencies?

I have several query frequencies, and I need to estimate the coefficient of Zipf's law. These are the top frequencies: ...

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