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Likelihood Function


A likelihood function L(a) is the probability or probability density for the occurrence of a sample configuration x_1, ..., x_n given that the probability density f(x;a) with parameter a is known,

 L(a)=f(x_1;a)...f(x_n;a)

(Harris and Stocker 1998, p. 824).


See also

Likelihood, Likelihood Ratio, Maximum Likelihood

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References

Harris, J. W. and Stocker, H. Handbook of Mathematics and Computational Science. New York: Springer-Verlag, 1998.Hoel, P. G. Introduction to Mathematical Statistics, 3rd ed. New York: Wiley, p. 57, 1962.

Referenced on Wolfram|Alpha

Likelihood Function

Cite this as:

Weisstein, Eric W. "Likelihood Function." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/LikelihoodFunction.html

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