Questions tagged [likelihood-principle]

According to the likelihood principle, all the evidence that a sample provides about parameters of a given statistical model is contained in the likelihood function.

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Proof of relative likelihood principle in Berger & Wolpert (1984)

I am currently reading the monograph The likelihood principle by James Berger and Robert Wolpert written in 1988. The PDF can for example be found at https://errorstatistics.files.wordpress.com/2016/...
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Did Deborah Mayo refute Birnbaum's proof of the likelihood principle?

This is somewhat related to my previous question here: An example where the likelihood principle *really* matters? Apparently, Deborah Mayo published a paper in Statistical Science refuting Birnbaum'...
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An example where the likelihood principle *really* matters?

Is there an example where two different defensible tests with proportional likelihoods would lead one to markedly different (and equally defensible) inferences, for instance, where the p-values are ...
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Can the maximum-likelihood method be derived from something else?

I am an author of a paper, in which we show that the maximum-likelihood (ML) method can be derived a limiting case of an iterated weighted least-squares fit. https://arxiv.org/abs/1807.07911 We, the ...
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P-values and likelihood principle

This question came up in class: If we use p-values to evaluate hypotheses on an experiment, which part of the Likelihood Principle are we not obeying: Sufficiency or Conditionality? My intuition ...
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Do you have to adhere to the likelihood principle to be a Bayesian?

This question is spurred from the question: When (if ever) is a frequentist approach substantively better than a Bayesian? As I posted in my solution to that question, in my opinion, if you are a ...
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Why is a Bayesian not allowed to look at the residuals?

In the article "Discussion: Should Ecologists Become Bayesians?" Brian Dennis gives a surprisingly balanced and positive view of Bayesian statistics when his aim seems to be to warn people about it. ...
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Likelihood principle: difference between weak and strong version

Does anyone understand the difference between weak likelihood principle and strong likelihood principle?
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Questions about Likelihood Principle

I currently try to understand Likelihood Principle and I frankly don't get it at all. So, I will write all my question as a list, even if those might be pretty basic questions. What exactly does "all ...
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If the likelihood principle clashes with frequentist probability then do we discard one of them?

In a comment recently posted here one commenter pointed to a blog by Larry Wasserman who points out (without any sources) that frequentist inference clashes with the likelihood principle. The ...
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Difference between likelihood principle and repeated sampling principle

In statistical inference, there are many fundamental statistical principles, such as likelihood principle and repeated sampling principle. I am wondering whether there are any other principles? And ...