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German Demidov
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How to calculate Likelihood of a complex model?

I have some data and a model, e.g.,

$H_0: \xi \sim \mathcal N(\mu_1 > \mu_0, \sigma_0)$,

in other words, this is the similar to the situation with "unequal means, alternative=greater".

How can I calculate the likelihood of this model? Numerical integration could help, but often this integral is divergent (upper limit is infinity). I can put some prior on possible $\mu_1$ values, but it is another problem.

German Demidov
  • 1.8k
  • 13
  • 27