MathLiveLikelihood function
The likelihood function gives the probability of observed data X viewed as a function of the parameter theta. It is used in statistical inference, such as maximum likelihood estimation, where the data are held fixed and the parameter is varied.
\mathcal{L}(\theta|X)=p(X|\theta)What the symbols mean
| likelihood of the parameter \theta given the observed sample X | |
| parameter (or vector of parameters) of the statistical model | |
| observed sample data | |
| joint probability (or probability density) of the sample X given parameter \theta |
About this formula
- FieldStatistics
- TopicStatistical inference
- LevelUniversity
- Also calledlikelihood, likelihood of parameters, joint probability as function of parameter, L(theta|x), likelihood definition, statistical likelihood
- SourceWikidata Q45284
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