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    Definition

    The likelihood function, parameterized by a (possibly multivariate) parameter , is usually defined differently for discrete and continuous probability distributions (a more general definition is discussed below). Given a pro… See more

    Likelihood ratio and relative likelihood

    A likelihood ratio is the ratio of any two specified likelihoods, frequently written as:
    The likelihood ratio is central to likelihoodist statistics: the law of likelihood states that degree to which data (considered as evidence) s… See more

    Likelihoods that eliminate nuisance parameters

    In many cases, the likelihood is a function of more than one parameter but interest focuses on the estimation of only one, or at most a few of them, with the others being considered as nuisance parameters. Several alt… See more

    Products of likelihoods

    The likelihood, given two or more independent events, is the product of the likelihoods of each of the individual events: This follows from the definition of independence in probability: the probabilitie… See more

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