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Likelihood function

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10998: 15481: 15429: 279: 10526: 1498: 1458: 11154: 10830: 15415: 10237: 4106: 3271: 5772: 6959:. Several alternative approaches have been developed to eliminate such nuisance parameters, so that a likelihood can be written as a function of only the parameter (or parameters) of interest: the main approaches are profile, conditional, and marginal likelihoods. These approaches are also useful when a high-dimensional likelihood surface needs to be reduced to one or two parameters of interest in order to allow a 15453: 15441: 47: 3683: 2951: 5514: 5399: 10521:{\displaystyle {\begin{aligned}&{\frac {\partial \log {\mathcal {L}}(\alpha ,\beta \mid x_{1},\ldots ,x_{n})}{\partial \beta }}\\={}&{\frac {\partial \log {\mathcal {L}}(\alpha ,\beta \mid x_{1})}{\partial \beta }}+\cdots +{\frac {\partial \log {\mathcal {L}}(\alpha ,\beta \mid x_{n})}{\partial \beta }}={\frac {n\alpha }{\beta }}-\sum _{i=1}^{n}x_{i}.\end{aligned}}} 7691: 3529: 5222: 2926: 7490: 9329: 6023: 4101:{\displaystyle {\begin{aligned}&\mathop {\operatorname {arg\,max} } _{\theta }{\mathcal {L}}(\theta \mid x_{j})=\mathop {\operatorname {arg\,max} } _{\theta }\left)\right]\\={}&\mathop {\operatorname {arg\,max} } _{\theta }\left=\mathop {\operatorname {arg\,max} } _{\theta }f(x_{j}\mid \theta ).\end{aligned}}} 3266:{\displaystyle \mathop {\operatorname {arg\,max} } _{\theta }{\frac {1}{h}}{\mathcal {L}}(\theta \mid x\in )=\mathop {\operatorname {arg\,max} } _{\theta }{\frac {1}{h}}\Pr(x_{j}\leq x\leq x_{j}+h\mid \theta )=\mathop {\operatorname {arg\,max} } _{\theta }{\frac {1}{h}}\int _{x_{j}}^{x_{j}+h}f(x\mid \theta )\,dx,} 9453: 7522: 5767:{\displaystyle \left|{\frac {\partial f}{\partial \theta _{r}}}\right|<F_{r}(x)\,,\quad \left|{\frac {\partial ^{2}f}{\partial \theta _{r}\,\partial \theta _{s}}}\right|<F_{rs}(x)\,,\quad \left|{\frac {\partial ^{3}f}{\partial \theta _{r}\,\partial \theta _{s}\,\partial \theta _{t}}}\right|<H_{rst}(x)} 4251: 10884:
of the data given the parameter (since the parameter is then a random variable) and (ii) a measure or amount of information brought by the data about the parameter value or even the model. Due to the introduction of a probability structure on the parameter space or on the collection of models, it is
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n 1922, I proposed the term 'likelihood,' in view of the fact that, with respect to , it is not a probability, and does not obey the laws of probability, while at the same time it bears to the problem of rational choice among the possible values of a relation similar to that which probability bears
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It is possible to reduce the dimensions by concentrating the likelihood function for a subset of parameters by expressing the nuisance parameters as functions of the parameters of interest and replacing them in the likelihood function. In general, for a likelihood function depending on the parameter
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is always one. Assuming that it is possible to distinguish an observation corresponding to one of the discrete probability masses from one which corresponds to the density component, the likelihood function for an observation from the continuous component can be dealt with in the manner shown above.
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of the probability distribution relative to a common dominating measure. The likelihood function is this density interpreted as a function of the parameter, rather than the random variable. Thus, we can construct a likelihood function for any distribution, whether discrete, continuous, a mixture, or
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Each independent sample's maximum likelihood estimate is a separate estimate of the "true" parameter set describing the population sampled. Successive estimates from many independent samples will cluster together with the population's "true" set of parameter values hidden somewhere in their midst.
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is the sum of the log-probability of the individual events. In addition to the mathematical convenience from this, the adding process of log-likelihood has an intuitive interpretation, as often expressed as "support" from the data. When the parameters are estimated using the log-likelihood for the
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The above conditions are sufficient, but not necessary. That is, a model that does not meet these regularity conditions may or may not have a maximum likelihood estimator of the properties mentioned above. Further, in case of non-independently or non-identically distributed observations additional
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The fact that the likelihood function can be defined in a way that includes contributions that are not commensurate (the density and the probability mass) arises from the way in which the likelihood function is defined up to a constant of proportionality, where this "constant" can change with the
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As more data are observed, instead of being used to make independent estimates, they can be combined with the previous samples to make a single combined sample, and that large sample may be used for a new maximum likelihood estimate. As the size of the combined sample increases, the size of the
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converts the region's log-likelihood differences into the "confidence" that the population's "true" parameter set lies inside. The art of choosing the fixed log-likelihood difference is to make the confidence acceptably high while keeping the region acceptably small (narrow range of estimates).
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I stress this because in spite of the emphasis that I have always laid upon the difference between probability and likelihood there is still a tendency to treat likelihood as though it were a sort of probability. The first result is thus that there are two different measures of rational belief
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likelihood region with the same confidence shrinks. Eventually, either the size of the confidence region is very nearly a single point, or the entire population has been sampled; in both cases, the estimated parameter set is essentially the same as the population parameter set.
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quantifies the heuristic rule by showing that the difference in the logarithm of the likelihood generated by the estimate's parameter values and the logarithm of the likelihood generated by population's "true" (but unknown) parameter values is asymptotically
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appropriate to different cases. Knowing the population we can express our incomplete knowledge of, or expectation of, the sample in terms of probability; knowing the sample we can express our incomplete knowledge of the population in terms of likelihood.
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and asymptotic normality of the maximum likelihood estimator, additional assumptions are made about the probability densities that form the basis of a particular likelihood function. These conditions were first established by Chanda. In particular, for
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parameter space for the maximum likelihood estimator to exist. While the continuity assumption is usually met, the compactness assumption about the parameter space is often not, as the bounds of the true parameter values might be unknown. In that case,
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in various proofs involving likelihood functions, and need to be verified in each particular application. For maximum likelihood estimation, the existence of a global maximum of the likelihood function is of the utmost importance. By the
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Sometimes we can remove the nuisance parameters by considering a likelihood based on only part of the information in the data, for example by using the set of ranks rather than the numerical values. Another example occurs in linear
6544: 5877: 7686:{\displaystyle {\hat {\beta }}_{1}=\left(\mathbf {X} _{1}^{\mathsf {T}}\left(\mathbf {I} -\mathbf {P} _{2}\right)\mathbf {X} _{1}\right)^{-1}\mathbf {X} _{1}^{\mathsf {T}}\left(\mathbf {I} -\mathbf {P} _{2}\right)\mathbf {y} } 6128: 1079: 8250:, each data point is used by being added to the total log-likelihood. As the data can be viewed as an evidence that support the estimated parameters, this process can be interpreted as "support from independent evidence 8262:, the support (log-likelihood) of a model, given an event, is the negative of the surprisal of the event, given the model: a model is supported by an event to the extent that the event is unsurprising, given the model. 4343:
The above can be extended in a simple way to allow consideration of distributions which contain both discrete and continuous components. Suppose that the distribution consists of a number of discrete probability masses
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to the problem of predicting events in games of chance. . . . Whereas, however, in relation to psychological judgment, likelihood has some resemblance to probability, the two concepts are wholly distinct. . . ."
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of the population that the observed sample was drawn from. Heuristically, it makes sense that a good choice of parameters is those which render the sample actually observed the maximum possible
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Just as the likelihood, given no event, being 1, the log-likelihood, given no event, is 0, which corresponds to the value of the empty sum: without any data, there is no support for any models.
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Given the independence of each event, the overall log-likelihood of intersection equals the sum of the log-likelihoods of the individual events. This is analogous to the fact that the overall
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Kass, Robert E.; Tierney, Luke; Kadane, Joseph B. (1990). "The Validity of Posterior Expansions Based on Laplace's Method". In Geisser, S.; Hodges, J. S.; Press, S. J.; Zellner, A. (eds.).
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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
1372: 475: 7996: 9714: 4762: 4754: 7485:{\textstyle \beta _{2}(\beta _{1})=\left(\mathbf {X} _{2}^{\mathsf {T}}\mathbf {X} _{2}\right)^{-1}\mathbf {X} _{2}^{\mathsf {T}}\left(\mathbf {y} -\mathbf {X} _{1}\beta _{1}\right)} 9637: 9324:{\displaystyle p(x\mid {\boldsymbol {\theta }})=h(x)\exp {\Big (}\langle {\boldsymbol {\eta }}({\boldsymbol {\theta }}),\mathbf {T} (x)\rangle -A({\boldsymbol {\theta }}){\Big )}.} 5457: 5218: 11083:
The specific calculation of the likelihood is the probability that the observed sample would be assigned, assuming that the model chosen and the values of the several parameters
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functions, maximizing the likelihood is equivalent to maximizing the log-likelihood. But for practical purposes it is more convenient to work with the log-likelihood function in
6018:{\displaystyle \mathbf {I} (\theta )=\int _{-\infty }^{\infty }{\frac {\partial \log f}{\partial \theta _{r}}}\ {\frac {\partial \log f}{\partial \theta _{s}}}\ f\ \mathrm {d} z} 5509: 4940: 5068: 7059: 10633: 10230: 9192: 4719: 1928: 10232:, then the joint log-likelihood will be the sum of individual log-likelihoods, and the derivative of this sum will be a sum of derivatives of each individual log-likelihood: 9675: 7307: 6992: 9123: 8738: 8107:
This follows from the definition of independence in probability: the probabilities of two independent events happening, given a model, is the product of the probabilities.
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A partial likelihood is an adaption of the full likelihood such that only a part of the parameters (the parameters of interest) occur in it. It is a key component of the
4378: 2447: 2183: 1959: 9448:{\displaystyle \ell ({\boldsymbol {\theta }}\mid x)=\langle {\boldsymbol {\eta }}({\boldsymbol {\theta }}),\mathbf {T} (x)\rangle -A({\boldsymbol {\theta }})+\log h(x).} 8835: 8650: 7242: 2159: 1611: 1584: 829: 794: 5148: 8805: 7906: 7872: 7517: 7334: 11128:. The region surrounds the maximum-likelihood estimate, and all points (parameter sets) within that region differ at most in log-likelihood by some fixed value. The 8172: 6380: 6349: 4632:
In the context of parameter estimation, the likelihood function is usually assumed to obey certain conditions, known as regularity conditions. These conditions are
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otherwise. (Likelihoods are comparable, e.g. for parameter estimation, only if they are Radon–Nikodym derivatives with respect to the same dominating measure.)
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The empty product has value 1, which corresponds to the likelihood, given no event, being 1: before any data, the likelihood is always 1. This is similar to a
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will be the same as a 95% confidence interval (19/20 coverage probability). In a slightly different formulation suited to the use of log-likelihoods (see
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Since the actual value of the likelihood function depends on the sample, it is often convenient to work with a standardized measure. Suppose that the
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Since graphically the procedure of concentration is equivalent to slicing the likelihood surface along the ridge of values of the nuisance parameter
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Rao, B. Raja (1960). "A formula for the curvature of the likelihood surface of a sample drawn from a distribution admitting sufficient statistics".
10781:(1972) established the axiomatic basis for use of the log-likelihood ratio as a measure of relative support for one hypothesis against another. The 6083:
In Bayesian statistics, almost identical regularity conditions are imposed on the likelihood function in order to proof asymptotic normality of the
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that (presumably) generated the observations. When evaluated on the actual data points, it becomes a function solely of the model parameters.
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One example occurs in 2×2 tables, where conditioning on all four marginal totals leads to a conditional likelihood based on the non-central
7800:{\textstyle \mathbf {P} _{2}=\mathbf {X} _{2}\left(\mathbf {X} _{2}^{\mathsf {T}}\mathbf {X} _{2}\right)^{-1}\mathbf {X} _{2}^{\mathsf {T}}} 8579:, it is easier to compute the stationary points of the log-likelihood of independent events than for the likelihood of independent events. 6939:), the test statistic is twice the difference in log-likelihoods and the probability distribution of the test statistic is approximately a 6548:
The likelihood ratio is not directly used in AIC-based statistics. Instead, what is used is the relative likelihood of models (see below).
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states that degree to which data (considered as evidence) supports one parameter value versus another is measured by the likelihood ratio.
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for the nuisance parameters, and conditioning on this statistic results in a likelihood which does not depend on the nuisance parameters.
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Tarone, Robert E.; Gruenhage, Gary (1975). "A Note on the Uniqueness of Roots of the Likelihood Equations for Vector-Valued Parameters".
10880:), given specified data or other evidence, the likelihood function remains the same entity, with the additional interpretations of (i) a 9036: 100: 14829: 13470: 6245:{\displaystyle \Lambda (\theta _{1}:\theta _{2}\mid x)={\frac {{\mathcal {L}}(\theta _{1}\mid x)}{{\mathcal {L}}(\theta _{2}\mid x)}}.} 2218: 12341:
Rai, Kamta; Van Ryzin, John (1982). "A Note on a Multivariate Version of Rolle's Theorem and Uniqueness of Maximum Likelihood Roots".
9155:. The probability distribution function (and thus likelihood function) for exponential families contain products of factors involving 522: 9333:
Each of these terms has an interpretation, but simply switching from probability to likelihood and taking logarithms yields the sum:
8404:{\displaystyle \log {\frac {{\mathcal {L}}(A)}{{\mathcal {L}}(B)}}=\log {\mathcal {L}}(A)-\log {\mathcal {L}}(B)=\ell (A)-\ell (B).} 566: 14603: 12100: 4945: 1555:) for the probability of a coin landing heads-up (without prior knowledge of the coin's fairness), given that we have observed HHT. 182: 9606:{\displaystyle \ell ({\boldsymbol {\eta }}\mid x)=\langle {\boldsymbol {\eta }},\mathbf {T} (x)\rangle -A({\boldsymbol {\eta }}).} 1493:) for the probability of a coin landing heads-up (without prior knowledge of the coin's fairness), given that we have observed HH. 15042: 8589: 6556: 6111: 5880: 4456:
For an observation from the discrete component, the likelihood function for an observation from the discrete component is simply
9460: 2161:, we can calculate the corresponding likelihood. The result of such calculations is displayed in Figure 1. The integral of 436: 10059:{\displaystyle \log {\mathcal {L}}(\alpha ,\beta \mid x)=\alpha \log \beta -\log \Gamma (\alpha )+(\alpha -1)\log x-\beta x.\,} 8840: 6110:
This section is about the likelihood ratio in general. For the use of likelihood ratios in interpreting diagnostic tests, see
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Imagine flipping a fair coin twice, and observing two heads in two tosses ("HH"). Assuming that each successive coin flip is
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Mascarenhas, W.F. (2011). "A mountain pass lemma and its implications regarding the uniqueness of constrained minimizers".
10881: 9888:{\displaystyle {\mathcal {L}}(\alpha ,\beta \mid x)={\frac {\beta ^{\alpha }}{\Gamma (\alpha )}}x^{\alpha -1}e^{-\beta x}.} 11110:
The difference in the logarithms of the maximum likelihood and adjacent parameter sets' likelihoods may be used to draw a
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that expresses the "fairness" of the coin. The parameter is the probability that a coin lands heads up ("H") when tossed.
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is zero); since the derivative of a sum is just the sum of the derivatives, but the derivative of a product requires the
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possible that a parameter value or a statistical model have a large likelihood value for given data, and yet have a low
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in Bayesian statistics. Likelihood intervals are interpreted directly in terms of relative likelihood, not in terms of
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that summarizes a single sample from a population, whose calculated value depends on a choice of several parameters
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is a single real parameter, then under certain conditions, a 14.65% likelihood interval (about 1:7 likelihood) for
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Venzon, D. J.; Moolgavkar, S. H. (1988). "A Method for Computing Profile-Likelihood-Based Confidence Intervals".
7978:: using a restriction on the hazard function, the likelihood does not contain the shape of the hazard over time. 3671:{\displaystyle \lim _{h\to 0^{+}}{\frac {1}{h}}\int _{x_{j}}^{x_{j}+h}f(x\mid \theta )\,dx=f(x_{j}\mid \theta ).} 3534: 1830: 425: 218: 95: 10530:
To complete the maximization procedure for the joint log-likelihood, the equation is set to zero and solved for
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An exponential family is one whose probability density function is of the form (for some functions, writing
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Chen, Chan-Fu (1985). "On Asymptotic Normality of Limiting Density Functions with Bayesian Implications".
11165: 10840: 8118:. In such a situation, the likelihood function factors into a product of individual likelihood functions. 15445: 15277: 15078: 15002: 14303: 14057: 13726: 13190: 10771:
Fisher's invention of statistical likelihood was in reaction against an earlier form of reasoning called
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likelihood interval is the same as the 0.954 confidence interval; assuming difference in df's to be 1).
5486: 4917: 15471: 15162: 15134: 15129: 14877: 14636: 14542: 14522: 14430: 14141: 13959: 13442: 13314: 13102: 12574: 12402: 11790: 9523:, so in these coordinates, the log-likelihood of an exponential family is given by the simple formula: 7990: 7975: 5045: 177: 146: 11273: 14894: 14662: 14383: 14308: 14237: 14166: 14086: 14074: 13944: 13932: 13925: 13633: 13354: 11684: 11603:
Heyde, C. C.; Johnstone, I. M. (1979). "On Asymptotic Posterior Normality for Stochastic Processes".
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The concept of likelihood should not be confused with probability as mentioned by Sir Ronald Fisher
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with degrees-of-freedom (df) equal to the difference in df's between the two models (therefore, the
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whose relative likelihood is greater than or equal to a given threshold. In terms of percentages, a
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Thus, the relative likelihood is the likelihood ratio (discussed above) with the fixed denominator
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while informally appealing to a mountain pass property. Mascarenhas restates their proof using the
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Buse, A. (1982). "The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note".
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Chanda, K.C. (1954). "A note on the consistency and maxima of the roots of likelihood equations".
9099: 8714: 8100:{\displaystyle \Lambda (A\mid X_{1}\land X_{2})=\Lambda (A\mid X_{1})\cdot \Lambda (A\mid X_{2}).} 7814: 6621: 6588: 4383: 3278: 1967: 1733: 1620: 1464: 1377: 729: 610: 15286: 14899: 14839: 14776: 14414: 14398: 14136: 13998: 13988: 13838: 13752: 12623:
Fienberg, Stephen E (1997). "Introduction to R.A. Fisher on inverse probability and likelihood".
11874: 11212: 10775:. His use of the term "likelihood" fixed the meaning of the term within mathematical statistics. 7962:, where considering a likelihood for the residuals only after fitting the fixed effects leads to 6552: 4903:{\displaystyle \mathbf {H} (\theta )\equiv \left_{i,j=1,1}^{n_{\mathrm {i} },n_{\mathrm {j} }}\;} 909: 723: 11433: 9615:
In words, the log-likelihood of an exponential family is inner product of the natural parameter
8185: 4347: 2428: 2164: 1933: 15324: 15254: 15047: 14984: 14739: 14626: 13623: 13520: 13427: 13306: 13205: 13026: 12480:(1921). "On the "probable error" of a coefficient of correlation deduced from a small sample". 12435: 12231:"Why we always put log() before the joint pdf when we use MLE (Maximum likelihood Estimation)?" 12019: 12013: 11090: 11023: 10742: 10732: 9680: 9130: 7940: 6894: 374: 151: 12044: 11984: 11930: 11923: 11918: 11437: 8818: 8633: 7191: 6618:
values may be found by comparing the likelihoods of those other values with the likelihood of
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and the log-likelihood is the "weight of evidence". Interpreting negative log-probability as
6921: 6276: 6268: 6115: 6088: 6084: 5155: 5131: 4638: 4335:, under which the probability density at any outcome equals the probability of that outcome. 2397: 1108: 431:(a more general definition is discussed below). Given a probability density or mass function 389: 339: 54: 8775: 7884: 7850: 7495: 7312: 15272: 14847: 14796: 14772: 14734: 14652: 14631: 14583: 14462: 14440: 14409: 14318: 14195: 14146: 14064: 14037: 13993: 13949: 13711: 13487: 13367: 12597: 12515: 12436:"On the history of maximum likelihood in relation to inverse probability and least squares" 12188: 11718: 11469: 11404: 11222: 11217: 9642: 9148: 8583: 8157: 7929: 6917: 6358: 6327: 5162: 234: 115: 85: 12547: 12285:
Foutz, Robert V. (1977). "On the Unique Consistent Solution to the Likelihood Equations".
7049:{\textstyle \mathbf {\theta } =\left(\mathbf {\theta } _{1}:\mathbf {\theta } _{2}\right)} 4657:
More specifically, if the likelihood function is twice continuously differentiable on the
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in specifying the likelihood function above is justified as follows. Given an observation
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Introduction to Probability and Statistics from a Bayesian Viewpoint. Part 1: Probability
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given another random variable: for example the likelihood of a parameter value or of a
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In that sense, the maximum likelihood estimator is implicitly defined by the value at
15480: 15428: 15339: 15309: 15301: 15121: 15112: 15037: 14968: 14824: 14809: 14784: 14672: 14613: 14479: 14467: 14093: 14010: 13954: 13877: 13721: 13643: 13422: 13296: 13106: 13076: 13053: 13034: 12974: 12948: 12922: 12895: 12807: 12659: 12265: 12209: 12078: 12050: 12023: 11992: 11963: 11934: 11829: 11748: 11744: 11662: 11583: 11443: 11376: 11351: 11326: 11301: 11133: 11111: 11098: 11077: 10894: 10873: 10801:
should be. There are four main paradigms that have been proposed for the foundation:
8812: 8265:
A logarithm of a likelihood ratio is equal to the difference of the log-likelihoods:
7808: 7142: 6913: 6539:{\displaystyle O(A_{1}:A_{2}\mid B)=O(A_{1}:A_{2})\cdot \Lambda (A_{1}:A_{2}\mid B).} 6296: 6288: 6284: 6260: 6026: 4911: 2492: 2402: 2185:
over is 1/3; likelihoods need not integrate or sum to one over the parameter space.
1885: 885: 393: 331: 278: 213: 90: 62: 12909:
Boos, Dennis D.; Stefanski, L. A. (2013). "Likelihood Construction and Estimation".
12869:
Model Selection and Multimodel Inference: A practical information-theoretic approach
11889: 11527: 10789:, but were not adopted in a general treatment of the topic of statistical evidence. 5872:{\textstyle \,\int _{-\infty }^{\infty }H_{rst}(z)\mathrm {d} z\leq M<\infty \;.} 15364: 15319: 15083: 15070: 14963: 14938: 14872: 14804: 14682: 14290: 14183: 14116: 14029: 13976: 13795: 13666: 13460: 13344: 13259: 13226: 13132: 13011: 13001: 12936: 12914: 12830: 12799: 12634: 12605: 12543: 12533: 12523: 12449: 12379: 12350: 12327: 12323: 12300: 12296: 12253: 12176: 12109: 11697: 11693: 11639: 11612: 11552: 11515: 11478: 11247: 10966: 10946: 10924: 10904: 10778: 9920: 9152: 8653: 8568: 8449: 8227: 7912:. In addition to being graphed, the profile likelihood can also be used to compute 6100: 5777: 5466: 5460: 5172: 4651: 4587: 4563: 4543: 4523: 4438: 4418: 4332: 2931: 2247: 2227: 2196: 1432: 1294: 1254: 1173: 1153: 1133: 1113: 950: 923: 705: 645: 502: 482: 362: 105: 12971:
Unifying Political Methodology : the Likehood Theory of Statistical Inference
12135:
Kalbfleisch, J. D.; Sprott, D. A. (1973). "Marginal and Conditional Likelihoods".
2557: 15281: 15025: 14887: 14814: 14489: 14363: 14336: 14313: 14282: 13909: 13904: 13858: 13588: 13239: 13090: 12872: 12826: 12184: 12075:
GLIM 82: Proceedings of the International Conference on Generalised Linear Models
11914: 11738: 11519: 10869: 10785:
is then the natural logarithm of the likelihood function. Both terms are used in
8745: 8438: 8242: 8138: 6560: 4685: 2214: 941: 852: 347: 141: 14771: 12918: 12383: 6927:
Given a model, likelihood intervals can be compared to confidence intervals. If
15230: 15225: 13688: 13618: 13264: 12235: 10890: 10738: 9156: 8126: 6311: 6272: 4757: 370: 12609: 12354: 12180: 7916:
that often have better small-sample properties than those based on asymptotic
4331:
The above discussion of the likelihood for discrete random variables uses the
1074:{\displaystyle {\mathcal {L}}(\theta \mid x)=p_{\theta }(x)=P_{\theta }(X=x),} 682:
fixed, it is a probability density function, and when viewed as a function of
404:
The likelihood function, parameterized by a (possibly multivariate) parameter
15495: 15387: 15354: 15217: 15178: 14989: 14958: 14422: 14376: 13981: 13683: 13510: 13274: 13269: 12780:
A. Gelman, J. B. Carlin, H. S. Stern, D. B. Dunson, A. Vehtari, D. B. Rubin:
12499: 12477: 12070: 11483: 11464: 10893:, the likelihood when seen as a conditional density can be multiplied by the 10810: 10786: 10746: 9195: 9129:, determines the curvature of the likelihood surface, and thus indicates the 9030: 8582:
The equations defined by the stationary point of the score function serve as
8122: 7245: 6897:
of real values. If the region does comprise an interval, then it is called a
1497: 13126: 12639: 12454: 8459:
The log-likelihood function being plotted is used in the computation of the
1457: 15329: 15262: 15239: 15154: 14484: 13780: 13678: 13613: 13555: 13540: 13477: 13432: 12528: 11202: 8808: 8576: 7875: 6793:. This corresponds to standardizing the likelihood to have a maximum of 1. 6307: 5151: 4540:
is the index of the discrete probability mass corresponding to observation
255: 12803: 12230: 11847:
Hudson, D. J. (1971), "Interval estimation from the likelihood function",
8146:
is the logarithm of the likelihood function, often denoted by a lowercase
6904:
Likelihood intervals, and more generally likelihood regions, are used for
4338: 15372: 15334: 15017: 14918: 14780: 14593: 14560: 14052: 13969: 13964: 13608: 13565: 13545: 13525: 13515: 13284: 13006: 12989: 12431: 10806: 10802: 10711: 7959: 4646: 13016: 12148: 11153: 10829: 14218: 13698: 13398: 13329: 13279: 13254: 13174: 12463: 12370: 12167: 12121: 11871:
In All Likelihood: Statistical Modelling and Inference Using Likelihood
11564: 11543: 11492: 10889:, or vice versa. This is often the case in medical contexts. Following 8572: 8484: 8430: 8125:
in Bayesian statistics, but in likelihoodist statistics this is not an
6876:{\displaystyle \left\{\theta :R(\theta )\geq {\frac {p}{100}}\right\}.} 5167: 1559:
Consider a simple statistical model of a coin flip: a single parameter
12538: 7993:, is the product of the likelihoods of each of the individual events: 6125:
is the ratio of any two specified likelihoods, frequently written as:
5038:
vanishes, and if the likelihood function approaches a constant on the
2125:{\displaystyle {\mathcal {L}}(p_{\text{H}}=0.3\mid {\text{HH}})=0.09.} 1818:{\displaystyle {\mathcal {L}}(p_{\text{H}}=0.5\mid {\text{HH}})=0.25.} 14371: 14223: 13843: 13638: 13550: 13535: 13530: 13495: 12853: 12555: 11055: 10737:
The term "likelihood" has been in use in English since at least late
10703:{\textstyle \textstyle {\bar {x}}={\frac {1}{n}}\sum _{i=1}^{n}x_{i}} 8567:. The basic way to maximize a differentiable function is to find the 8556:{\textstyle s_{n}(\theta )\equiv \nabla _{\theta }\ell _{n}(\theta )} 8259: 2519:
Relationship between the likelihood and probability density functions
1614: 13099:
Maximum Likelihood for Social Science : Strategies for Analysis
12399:
Maximum Likelihood for Social Science : Strategies for Analysis
12113: 11556: 10868:, although one can speak about the likelihood of any proposition or 9082:{\textstyle {\hat {\theta }}_{n}\xrightarrow {\text{p}} \theta _{0}} 9063: 13887: 13505: 13382: 13377: 13372: 9937:
looks rather daunting. Its logarithm is much simpler to work with:
8488: 4682: 1613:
can take on any value within the range 0.0 to 1.0. For a perfectly
338:
by calculating the probability of seeing that data under different
5121:{\displaystyle \lim _{\theta \to \partial \Theta }L(\theta )=0\;,} 4580:
amounts to maximizing the likelihood of the specific observation.
392:
of the parameter given the observed data, which is calculated via
15392: 15093: 12571:
Modeling with Data: Tools and Techniques for Scientific Computing
6950: 4280:
amounts to maximizing the likelihood of the specific observation
2061:{\displaystyle P({\text{HH}}\mid p_{\text{H}}=0.3)=0.3^{2}=0.09.} 1721:{\displaystyle P({\text{HH}}\mid p_{\text{H}}=0.5)=0.5^{2}=0.25.} 358: 10597:{\displaystyle {\widehat {\beta }}={\frac {\alpha }{\bar {x}}}.} 8433:
case). In the multivariate case, the concept generalizes into a
5150:
is unbounded. Mäkeläinen and co-authors prove this result using
15314: 14295: 14269: 14249: 13500: 13291: 13050:
Introductory Statistical Inference with the Likelihood Function
12590:
Mathematical Proceedings of the Cambridge Philosophical Society
11054:
In frequentist statistics, the likelihood function is itself a
10901:
density. More generally, the likelihood of an unknown quantity
1964:
Now suppose that the coin is not a fair coin, but instead that
11659:
Bayesian and Likelihood Methods in Statistics and Econometrics
10792: 5031:{\textstyle \;\nabla L\equiv \left_{i=1}^{n_{\mathrm {i} }}\;} 4560:, because maximizing the probability mass (or probability) at 1251:. The likelihood is the probability that a particular outcome 13143: 11463:
Mäkeläinen, Timo; Schmidt, Klaus; Styan, George P.H. (1981).
4513:{\displaystyle {\mathcal {L}}(\theta \mid x)=p_{k}(\theta ),} 4339:
Likelihoods for mixed continuous–discrete distributions
2343:{\displaystyle {\mathcal {L}}(\theta \mid x)=f_{\theta }(x),} 46: 13234: 12504:"On the mathematical foundations of theoretical statistics" 9483:{\textstyle {\boldsymbol {\eta }}({\boldsymbol {\theta }})} 6315: 6114:. For the statistical test to compare goodness of fit, see 6094: 5879:
This boundedness of the derivatives is needed to allow for
11991:. New York: Cambridge University Press. pp. 170–175. 11188:
paradigm, likelihood is interpreted within the context of
10797:
Among statisticians, there is no consensus about what the
8898:{\textstyle {\hat {\theta }}_{n}=s_{n}^{-1}(\mathbf {0} )} 7492:. Using this result, the maximum likelihood estimator for 12911:
Essential Statistical Inference : Theory and Methods
851:
is regarded as a fixed unknown quantity rather than as a
12847: 10897:
density of the parameter and then normalized, to give a
8112:
independent and identically distributed random variables
8110:
This is particularly important when the events are from
1730:
Equivalently, the likelihood of observing "HH" assuming
11962:. New York: Oxford University Press. pp. 267–269. 11582:. New York, NY: John Wiley & Sons. pp. 24–25. 12829:(1985). "Prediction and entropy". In Atkinson, A. C.; 11462: 10969: 10949: 10927: 10907: 10642: 10641: 10612: 10536: 10192: 10078: 9923: 9903: 9768: 9748: 9496: 9463: 9168: 9102: 9039: 8975: 8931: 8911: 8843: 8821: 8778: 8754: 8717: 8661: 8636: 8501: 8188: 7887: 7853: 7817: 7699: 7498: 7342: 7315: 7253: 7194: 7151: 7062: 7000: 6978: 6757: 6624: 6591: 6302:
The likelihood ratio is also of central importance in
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at the maximum) gives an indication of the estimate's
15469: 11442:. New York: Cambridge University Press. p. 161. 11373:
An Introduction to Bayesian Inference in Econometrics
10558: 10240: 10100: 9945: 9790: 9691: 9652: 9623: 9531: 9341: 9206: 9022:{\textstyle s_{n}({\hat {\theta }}_{n})=\mathbf {0} } 8592: 8271: 8160: 7999: 7525: 6908:
within likelihoodist statistics: they are similar to
6828: 6661: 6418: 6392: 6361: 6330: 6131: 5893: 5517: 5225: 5076: 4765: 4462: 4116: 3686: 3543: 3318: 3310:
is the probability density function, it follows that
2954: 2715: 2292: 2078: 2005: 1771: 1665: 995: 569: 525: 439: 27:
Function related to statistics and probability theory
15056:
Autoregressive conditional heteroskedasticity (ARCH)
12672: 11958:(1993). "Concentrating the Loglikelihood Function". 11076:
is the count of parameters in some already-selected
7874:
that maximizes the likelihood function, creating an
7134:
can be determined explicitly, concentration reduces
1997:. Then the probability of two heads on two flips is 1271:
is observed when the true value of the parameter is
915: 12673:Bandyopadhyay, P. S.; Forster, M. R., eds. (2011). 11578:Greenberg, Edward; Webster, Charles E. Jr. (1983). 9151:of distributions, which include many of the common 9147:The log-likelihood is also particularly useful for 8704:{\textstyle s_{n}^{-1}:\mathbb {E} ^{d}\to \Theta } 6065:{\textstyle \,\left|\mathbf {I} (\theta )\right|\,} 2449:is not a probability density or mass function over 14518: 13068: 11922: 11850:Journal of the Royal Statistical Society, Series B 11805:Applied Statistical Inference—Likelihood and Bayes 10975: 10955: 10933: 10913: 10702: 10627: 10596: 10542: 10520: 10224: 10186:If there are a number of independent observations 10176: 10084: 10068:To maximize the log-likelihood, we first take the 10058: 9929: 9909: 9887: 9774: 9754: 9733: 9708: 9669: 9631: 9605: 9511: 9482: 9447: 9323: 9186: 9117: 9081: 9021: 8961: 8917: 8897: 8829: 8799: 8760: 8732: 8703: 8644: 8622: 8555: 8441:. It has a relation to, but is distinct from, the 8403: 8198: 8166: 8099: 7939:. This form of conditioning is also the basis for 7900: 7866: 7832: 7799: 7685: 7511: 7484: 7328: 7301: 7236: 7176: 7126: 7048: 6986: 6875: 6785: 6743: 6639: 6606: 6538: 6412:odds, times the likelihood ratio. As an equation: 6398: 6374: 6343: 6244: 6064: 6017: 5871: 5786: 5766: 5503: 5475: 5451: 5393: 5212: 5181: 5142: 5120: 5062: 5030: 4934: 4902: 4748: 4713: 4673: 4616: 4596: 4572: 4552: 4532: 4512: 4447: 4427: 4407: 4372: 4299: 4272: 4245: 4100: 3670: 3523: 3302: 3265: 2940: 2920: 2701: 2624: 2598: 2546: 2507: 2481: 2461: 2441: 2417: 2388: 2364: 2342: 2276: 2256: 2236: 2205: 2177: 2153: 2124: 2060: 1989: 1953: 1922: 1888:given knowledge about the marginal probabilities 1876: 1817: 1755: 1720: 1642: 1605: 1578: 1547: 1485: 1441: 1421: 1401: 1366: 1327: 1303: 1283: 1263: 1202: 1182: 1162: 1142: 1122: 1095: 1073: 979: 959: 932: 900: 874: 843: 823: 788: 753: 714: 694: 674: 654: 634: 597: 555: 511: 491: 469: 416: 13071:Statistical Evidence : A Likelihood Paradigm 12848:Sakamoto, Y.; Ishiguro, M.; Kitagawa, G. (1986). 12794:Sox, H. C.; Higgins, M. C.; Owens, D. K. (2013), 12776: 12774: 12772: 12770: 12508:Philosophical Transactions of the Royal Society A 12134: 11982: 11953: 11656: 11580:Advanced Econometrics: A Bridge to the Literature 11432: 9313: 9250: 7092: 7070: 15493: 12097: 12049:. Princeton University Press. pp. 187–189. 11929:. Cambridge: Harvard University Press. pp.  11802: 11577: 11114:on a plot whose co-ordinates are the parameters 10717: 8962:{\textstyle \left\{{\hat {\theta }}_{n}\right\}} 7908:, the result of this procedure is also known as 5078: 3933: 3796: 3545: 3104: 556:{\displaystyle \theta \mapsto f(x\mid \theta ),} 342:values of the model. It is constructed from the 14604:Multivariate adaptive regression splines (MARS) 12866: 12793: 12714: 12712: 12710: 12708: 12316:Journal of the American Statistical Association 12313: 12288:Journal of the American Statistical Association 12208:. New York: John Wiley & Sons. p. 14. 12205:Geometrical Foundations of Asymptotic Inference 12018:. Norwich: W. H. Hutchins & Sons. pp.  10987: 6566: 1884:, a conclusion which could only be reached via 12973:. Cambridge University Press. pp. 59–94. 12767: 12756: 12754: 12752: 12750: 12722:(3rd ed., Oxford University Press 1983), §1.22 12588:Fisher, Ronald (1930). "Inverse Probability". 11983:Gourieroux, Christian; Monfort, Alain (1995). 11713: 11711: 11709: 11707: 11602: 11345: 9742:is an exponential family with two parameters, 7177:{\textstyle \mathbf {y} =\mathbf {X} \beta +u} 6951:Likelihoods that eliminate nuisance parameters 4641:, it suffices that the likelihood function is 2702:{\textstyle {\mathcal {L}}(\theta \mid x\in )} 2219:absolutely continuous probability distribution 598:{\displaystyle {\mathcal {L}}(\theta \mid x).} 13159: 12988:Richard, Mark; Vecer, Jan (1 February 2021). 12908: 12892:Statistical Inference Based on the Likelihood 12736: 12734: 12732: 12730: 12728: 11740:Statistical Inference—Based on the likelihood 11295: 10820: 10635:denotes the maximum-likelihood estimate, and 6893:% likelihood region will usually comprise an 6786:{\textstyle {\mathcal {L}}({\hat {\theta }})} 4654:of the likelihood function plays a key role. 4253:and so maximizing the probability density at 1548:{\textstyle p_{\text{H}}^{2}(1-p_{\text{H}})} 303: 13089: 13033:. Oxford University Press. pp. 69–139. 12987: 12784:(3rd ed., Chapman & Hall/CRC 2014), §1.3 12705: 12397:Ward, Michael D.; Ahlquist, John S. (2018). 12396: 12340: 12248: 12246: 12228: 11819: 11817: 11815: 9580: 9555: 9401: 9365: 9291: 9255: 9181: 9169: 9089:. A similar result can be established using 8491:with respect to the parameter, known as the 5128:which may include the points at infinity if 1877:{\textstyle P(p_{\text{H}}=0.5\mid HH)=0.25} 12747: 12694: 12692: 12690: 12688: 12229:Papadopoulos, Alecos (September 25, 2013). 11717: 11704: 11505: 11395: 11346:Lehmann, Erich L.; Casella, George (1998). 11323:Frequentist and Bayesian Regression Methods 11144: 10793:Interpretations under different foundations 10745:in mathematical statistics was proposed by 9897:Finding the maximum likelihood estimate of 8925:. As a consequence there exists a sequence 8623:{\displaystyle s_{n}(\theta )=\mathbf {0} } 8563:, exists and allows for the application of 8206:for the likelihood. Because logarithms are 722:fixed, it is a likelihood function. In the 13204: 13166: 13152: 12725: 12492: 11887: 11296:Casella, George; Berger, Roger L. (2002). 10859: 7981: 6271:, the likelihood ratio is the basis for a 5865: 5114: 5056: 5049: 5027: 4949: 4899: 1657:, then the probability of observing HH is 1367:{\textstyle {\mathcal {L}}(\theta \mid x)} 1150:. Sometimes the probability of "the value 470:{\displaystyle x\mapsto f(x\mid \theta ),} 310: 296: 13817: 13015: 13005: 12638: 12537: 12527: 12453: 12243: 12137:Sankhyā: The Indian Journal of Statistics 11890:"Generalized Linear Model - course notes" 11842: 11840: 11812: 11768: 11766: 11764: 11482: 11320: 11042:Learn how and when to remove this message 10055: 8720: 8685: 8463:(the gradient of the log-likelihood) and 7923: 6061: 6036: 5801: 5715: 5701: 5661: 5615: 5575: 5500: 5490: 5448: 5408: 5390: 5373: 5359: 5317: 5259: 5206: 5196: 5139: 5135: 4995: 4991: 4977: 4965: 4931: 4921: 4840: 4836: 4822: 4808: 4789: 4707: 4697: 4194: 4129: 4045: 4018: 3906: 3769: 3704: 3630: 3511: 3427: 3331: 3253: 3169: 3073: 2967: 2824: 2728: 1501:Figure 2.  The likelihood function ( 1461:Figure 1.  The likelihood function ( 1315:a probability density over the parameter 13095:"The Likelihood Function: A Deeper Dive" 12890:Azzalini, Adelchi (1996). "Likelihood". 12889: 12867:Burnham, K. P.; Anderson, D. R. (2002). 12744:(Cambridge University Press 2003), §4.1 12742:Probability Theory: The Logic of Science 12700:Probability and the Weighing of Evidence 12685: 12622: 12101:Journal of the Royal Statistical Society 11960:Estimation and Inference in Econometrics 11736: 11632:Journal of the Royal Statistical Society 11605:Journal of the Royal Statistical Society 11274:Exponential family § Interpretation 11005:This article includes a list of general 10741:. Its formal use to refer to a specific 9709:{\displaystyle A({\boldsymbol {\eta }})} 8129:because likelihoods are not integrated. 6095:Likelihood ratio and relative likelihood 4749:{\textstyle {\hat {\theta }}\in \Theta } 4627: 1496: 1456: 1409:, which is the posterior probability of 1291:, equivalent to the probability mass on 882:is the truth, given the observed sample 499:is a realization of the random variable 369:(often approximated by the likelihood's 183:Integrated nested Laplace approximations 13024: 12935: 12913:. New York: Springer. pp. 27–124. 12850:Akaike Information Criterion Statistics 12764:(Cambridge University Press 1980), §1.6 12568: 12252: 12201: 12073:(1982). "Direct Likelihood Inference". 12011: 11913: 11868: 11370: 11350:(2nd ed.). Springer. p. 444. 9699: 9625: 9593: 9559: 9539: 9473: 9465: 9414: 9377: 9369: 9349: 9304: 9267: 9259: 9220: 9136: 8478: 7966:estimation of the variance components. 7881:of the likelihood function for a given 6112:Likelihood ratios in diagnostic testing 5881:differentiation under the integral sign 14: 15494: 15130:Kaplan–Meier estimator (product limit) 13066: 12825: 12653: 12587: 12498: 12476: 12202:Kass, Robert E.; Vos, Paul W. (1997). 12069: 12042: 12015:An Introduction to Likelihood Analysis 11846: 11837: 11803:Held, L.; SabanĂŠs BovĂŠ, D. S. (2014), 11761: 11540: 11325:(1st ed.). Springer. p. 36. 11300:(2nd ed.). Duxbury. p. 290. 11089:give an accurate approximation of the 8586:for the maximum likelihood estimator. 8114:, such as independent observations or 7946: 7791: 7746: 7642: 7567: 7436: 7391: 7138:of the original maximization problem. 5459:in order to ensure the existence of a 15203: 14770: 14517: 13816: 13586: 13203: 13147: 13047: 12798:(2nd ed.), Wiley, chapters 3–4, 12284: 11823: 11723:Probability and Statistical Inference 11411: 10722: 9632:{\displaystyle {\boldsymbol {\eta }}} 7969: 7920:calculated from the full likelihood. 6966: 5883:. And lastly, it is assumed that the 424:, is usually defined differently for 365:for the unknown parameter, while the 15440: 15140:Accelerated failure time (AFT) model 12961: 12894:. Chapman and Hall. pp. 17–50. 12666: 12430: 11681: 11629: 11417: 11148: 10991: 10824: 9153:parametric probability distributions 8425:of the log-likelihood is called the 6796: 6614:. Relative plausibilities of other 6559:to assess the value of performing a 5452:{\textstyle \,r,s,t=1,2,\ldots ,k\,} 5213:{\textstyle \,\theta \in \Theta \,,} 4317:measure-theoretic probability theory 1827:This is not the same as saying that 361:the likelihood function serves as a 15452: 14735:Analysis of variance (ANOVA, anova) 13587: 12967:"The Likelihood Model of Inference" 12367: 12161: 11375:. New York: Wiley. pp. 13–14. 9096:The second derivative evaluated at 8837:with probability going to one, and 7928:Sometimes it is possible to find a 6254:The likelihood ratio is central to 6105: 6091:of the posterior in large samples. 6080:properties may need to be assumed. 5504:{\textstyle \,\theta \in \Theta \,} 4935:{\textstyle \,\theta \in \Theta \,} 2189:Continuous probability distribution 24: 14830:Cochran–Mantel–Haenszel statistics 13456:Pearson product-moment correlation 12883: 11985:"Concentrated Likelihood Function" 11919:"Concentrated Likelihood Function" 11644:10.1111/j.2517-6161.1985.tb01384.x 11617:10.1111/j.2517-6161.1979.tb01071.x 11011:it lacks sufficient corresponding 10450: 10415: 10404: 10383: 10348: 10337: 10314: 10260: 10249: 10143: 10115: 10104: 10004: 9954: 9835: 9793: 9679:, minus the normalization factor ( 8768:is the parameter space. Using the 8755: 8698: 8525: 8483:If the log-likelihood function is 8354: 8329: 8301: 8283: 8214:, in particular since most common 8191: 8069: 8041: 8000: 7986:The likelihood, given two or more 7184:, the coefficient vector could be 7145:with normally distributed errors, 6760: 6706: 6682: 6495: 6209: 6178: 6132: 6008: 5982: 5968: 5946: 5932: 5924: 5919: 5862: 5846: 5815: 5810: 5716: 5702: 5688: 5674: 5616: 5602: 5588: 5533: 5525: 5497: 5374: 5360: 5346: 5326: 5301: 5288: 5268: 5243: 5229: 5203: 5136: 5091: 5088: 5063:{\textstyle \;\partial \Theta \;,} 5053: 5050: 5019: 4978: 4969: 4950: 4928: 4891: 4876: 4823: 4809: 4794: 4743: 4668: 4465: 4201: 4198: 4195: 4191: 4188: 4185: 4152: 4136: 4133: 4130: 4126: 4123: 4120: 4052: 4049: 4046: 4042: 4039: 4036: 3913: 3910: 3907: 3903: 3900: 3897: 3820: 3776: 3773: 3770: 3766: 3763: 3760: 3727: 3711: 3708: 3705: 3701: 3698: 3695: 3434: 3431: 3428: 3424: 3421: 3418: 3354: 3338: 3335: 3332: 3328: 3325: 3322: 3176: 3173: 3170: 3166: 3163: 3160: 3080: 3077: 3074: 3070: 3067: 3064: 3000: 2974: 2971: 2968: 2964: 2961: 2958: 2948:is positive and constant. Because 2857: 2831: 2828: 2825: 2821: 2818: 2815: 2751: 2735: 2732: 2729: 2725: 2722: 2719: 2641: 2554:, the likelihood for the interval 2434: 2295: 2170: 2134:More generally, for each value of 2081: 1774: 1344: 998: 572: 384:, the estimate of interest is the 25: 15518: 13127:Likelihood function at Planetmath 13120: 12418:Shorter Oxford English Dictionary 12104:. Series C (Applied Statistics). 11989:Statistics and Econometric Models 11439:Statistics and Econometric Models 11422:(2nd ed.). Springer. §4.4.1. 8176:, to contrast with the uppercase 8132: 7336:yields an optimal value function 6072:is finite. This ensures that the 916:Discrete probability distribution 388:of the likelihood, the so-called 15479: 15451: 15439: 15427: 15414: 15413: 15204: 13031:Parametric Statistical Inference 11774:Statistical Inference in Science 11152: 11097:probability of having happened. 10996: 10828: 10628:{\textstyle {\widehat {\beta }}} 10225:{\textstyle x_{1},\ldots ,x_{n}} 9654: 9567: 9388: 9278: 9187:{\textstyle \langle -,-\rangle } 9015: 8888: 8823: 8638: 8616: 7820: 7780: 7754: 7735: 7717: 7702: 7679: 7663: 7654: 7631: 7605: 7588: 7579: 7556: 7457: 7448: 7425: 7399: 7380: 7284: 7269: 7255: 7161: 7153: 6043: 5895: 4767: 4714:{\textstyle \mathbb {R} ^{k}\,,} 1923:{\textstyle P(p_{\text{H}}=0.5)} 277: 193:Approximate Bayesian computation 45: 15089:Least-squares spectral analysis 12860: 12841: 12819: 12787: 12647: 12616: 12581: 12562: 12470: 12424: 12409: 12390: 12361: 12334: 12307: 12278: 12222: 12195: 12155: 12128: 12091: 12063: 12046:Ecological Models and Data in R 12036: 12005: 11976: 11947: 11907: 11881: 11862: 11796: 11779: 11730: 11675: 11650: 11623: 11596: 11571: 11534: 11266: 10921:given another unknown quantity 9734:Example: the gamma distribution 9724:and the log-partition function 9670:{\displaystyle \mathbf {T} (x)} 7302:{\textstyle \mathbf {X} =\left} 6987:{\textstyle \mathbf {\theta } } 5665: 5579: 5321: 5263: 3535:fundamental theorem of calculus 2264:) which depends on a parameter 219:Maximum a posteriori estimation 14070:Mean-unbiased minimum-variance 13173: 13075:. London: Chapman & Hall. 12945:Johns Hopkins University Press 12328:10.1080/01621459.1975.10480321 12301:10.1080/01621459.1977.10479926 12262:Johns Hopkins University Press 12165:(1975). "Partial likelihood". 11698:10.1080/00031305.1982.10482817 11661:. Elsevier. pp. 473–488. 11499: 11456: 11426: 11389: 11364: 11339: 11314: 11289: 10649: 10584: 10445: 10420: 10378: 10353: 10309: 10265: 10138: 10120: 10031: 10019: 10013: 10007: 9977: 9959: 9844: 9838: 9816: 9798: 9703: 9695: 9664: 9658: 9597: 9589: 9577: 9571: 9549: 9535: 9506: 9500: 9477: 9469: 9439: 9433: 9418: 9410: 9398: 9392: 9381: 9373: 9359: 9345: 9308: 9300: 9288: 9282: 9271: 9263: 9239: 9233: 9224: 9210: 9109: 9047: 9008: 8996: 8986: 8943: 8892: 8884: 8851: 8695: 8609: 8603: 8550: 8544: 8518: 8512: 8454:statistical hypothesis testing 8395: 8389: 8380: 8374: 8365: 8359: 8340: 8334: 8312: 8306: 8294: 8288: 8091: 8072: 8063: 8044: 8035: 8003: 7840:. This result is known as the 7533: 7366: 7353: 7309:). Maximizing with respect to 6912:in frequentist statistics and 6889:is a single real parameter, a 6849: 6843: 6780: 6774: 6765: 6732: 6720: 6711: 6699: 6687: 6671: 6665: 6631: 6598: 6557:are used in diagnostic testing 6530: 6498: 6489: 6463: 6454: 6422: 6318:, Bayes' rule states that the 6233: 6214: 6202: 6183: 6167: 6135: 6053: 6047: 5905: 5899: 5842: 5836: 5761: 5755: 5658: 5652: 5572: 5566: 5105: 5099: 5085: 4777: 4771: 4734: 4721:there exists a unique maximum 4504: 4498: 4482: 4470: 4402: 4390: 4367: 4361: 4237: 4218: 4176: 4157: 4088: 4069: 4015: 4003: 3940: 3875: 3872: 3840: 3825: 3803: 3751: 3732: 3662: 3643: 3627: 3615: 3552: 3508: 3496: 3409: 3406: 3374: 3359: 3297: 3285: 3250: 3238: 3151: 3107: 3055: 3052: 3020: 3005: 2912: 2909: 2877: 2862: 2806: 2803: 2771: 2756: 2696: 2693: 2661: 2646: 2593: 2561: 2469:, despite being a function of 2334: 2328: 2312: 2300: 2113: 2086: 2036: 2009: 1948: 1940: 1917: 1898: 1865: 1837: 1806: 1779: 1696: 1669: 1542: 1523: 1396: 1384: 1374:, should not be confused with 1361: 1349: 1065: 1053: 1037: 1031: 1015: 1003: 818: 806: 783: 771: 761:is often avoided and instead 748: 736: 629: 617: 589: 577: 547: 535: 529: 461: 449: 443: 344:joint probability distribution 13: 1: 15383:Geographic information system 14599:Simultaneous equations models 11634:. Series B (Methodological). 11607:. Series B (Methodological). 11282: 10718:Background and interpretation 9782:. The likelihood function is 9118:{\textstyle {\hat {\theta }}} 8733:{\textstyle \mathbb {E} ^{d}} 8469:maximum likelihood estimation 8248:maximum likelihood estimation 8212:maximum likelihood estimation 7833:{\textstyle \mathbf {X} _{2}} 7056:, and where a correspondence 6994:that can be partitioned into 6640:{\textstyle {\hat {\theta }}} 6607:{\textstyle {\hat {\theta }}} 6087:, and therefore to justify a 4661:-dimensional parameter space 4604:, but not with the parameter 4408:{\textstyle f(x\mid \theta )} 4310: 3303:{\textstyle f(x\mid \theta )} 1990:{\textstyle p_{\text{H}}=0.3} 1756:{\textstyle p_{\text{H}}=0.5} 1643:{\textstyle p_{\text{H}}=0.5} 1486:{\textstyle p_{\text{H}}^{2}} 1402:{\textstyle P(\theta \mid x)} 862:specify the probability that 858:The likelihood function does 754:{\textstyle f(x\mid \theta )} 635:{\textstyle f(x\mid \theta )} 519:, the likelihood function is 399: 355:maximum likelihood estimation 14566:Coefficient of determination 14177:Uniformly most powerful test 13093:; Ahlquist, John S. (2018). 12343:Communications in Statistics 12077:. Springer. pp. 76–86. 12043:Bolker, Benjamin M. (2008). 11520:10.1080/02331934.2010.527973 11243:Principle of maximum entropy 10988:Likelihoodist interpretation 10751:method of maximum likelihood 9917:for a single observed value 8905:is a consistent estimate of 6805:is the set of all values of 6567:Relative likelihood function 4435:'s added to the integral of 2352:considered as a function of 1083:considered as a function of 126:Principle of maximum entropy 7: 15135:Proportional hazards models 15079:Spectral density estimation 15061:Vector autoregression (VAR) 14495:Maximum posterior estimator 13727:Randomized controlled trial 12919:10.1007/978-1-4614-4818-1_2 12835:A Celebration of Statistics 11195: 8199:{\textstyle {\mathcal {L}}} 7964:residual maximum likelihood 7937:hypergeometric distribution 7842:Frisch–Waugh–Lovell theorem 6579:maximum likelihood estimate 6306:, where it is known as the 4415:, where the sum of all the 4373:{\textstyle p_{k}(\theta )} 2632:is a constant, is given by 2442:{\textstyle {\mathcal {L}}} 2178:{\textstyle {\mathcal {L}}} 1954:{\textstyle P({\text{HH}})} 642:is viewed as a function of 96:Bernstein–von Mises theorem 10: 15523: 14895:Multivariate distributions 13315:Average absolute deviation 13103:Cambridge University Press 13048:Rohde, Charles A. (2014). 12837:. Springer. pp. 1–24. 12575:Princeton University Press 12403:Cambridge University Press 11791:Cambridge University Press 11776:, Springer (chap. 2). 11348:Theory of Point Estimation 10821:Frequentist interpretation 10726: 9140: 8136: 7976:proportional hazards model 7950: 6570: 6322:odds of two alternatives, 6109: 6098: 1452: 831:are used to indicate that 15409: 15363: 15300: 15253: 15216: 15212: 15199: 15171: 15153: 15120: 15111: 15069: 15016: 14977: 14926: 14917: 14883:Structural equation model 14838: 14795: 14791: 14766: 14725: 14691: 14645: 14612: 14574: 14541: 14537: 14513: 14453: 14362: 14281: 14245: 14236: 14219:Score/Lagrange multiplier 14204: 14157: 14102: 14028: 14019: 13829: 13825: 13812: 13771: 13745: 13697: 13652: 13634:Sample size determination 13599: 13595: 13582: 13486: 13441: 13415: 13397: 13353: 13305: 13225: 13216: 13212: 13199: 13181: 12610:10.1017/S0305004100016297 12384:10.1093/biomet/47.1-2.203 12355:10.1080/03610928208828325 11685:The American Statistician 11436:; Monfort, Alain (1995). 8830:{\textstyle \mathbf {0} } 8645:{\textstyle \mathbf {0} } 8443:support of a distribution 8216:probability distributions 8116:sampling with replacement 7237:{\textstyle \beta =\left} 5463:. Second, for almost all 4758:matrix of second partials 2154:{\textstyle p_{\text{H}}} 1606:{\textstyle p_{\text{H}}} 1579:{\textstyle p_{\text{H}}} 967:depending on a parameter 946:probability mass function 824:{\textstyle f(x,\theta )} 789:{\textstyle f(x;\theta )} 429:probability distributions 326:(often simply called the 121:Principle of indifference 15378:Environmental statistics 14900:Elliptical distributions 14693:Generalized linear model 14622:Simple linear regression 14392:Hodges–Lehmann estimator 13849:Probability distribution 13758:Stochastic approximation 13320:Coefficient of variation 13067:Royall, Richard (1997). 12679:North-Holland Publishing 12675:Philosophy of Statistics 12012:Pickles, Andrew (1985). 11371:Zellner, Arnold (1971). 11259: 11233:Likelihoodist statistics 11145:AIC-based interpretation 10799:foundation of statistics 8770:inverse function theorem 8416: 8234:plays a key role in the 6941:chi-squared distribution 6256:likelihoodist statistics 5143:{\textstyle \,\Theta \,} 5042:of the parameter space, 4325:Radon–Nikodym derivative 1190:for the parameter value 855:being conditioned on. 173:Markov chain Monte Carlo 15038:Cross-correlation (XCF) 14646:Non-standard predictors 14080:Lehmann–ScheffĂŠ theorem 13753:Adaptive clinical trial 13025:Lindsey, J. K. (1996). 12796:Medical Decision Making 12181:10.1093/biomet/62.2.269 11875:Oxford University Press 11826:Mathematical Statistics 11785:Davison, A. C. (2008), 11420:Mathematical Statistics 11401:Probability and Measure 11321:Wakefield, Jon (2013). 11213:Conditional probability 11026:more precise citations. 10941:is proportional to the 10860:Bayesian interpretation 8800:{\textstyle s_{n}^{-1}} 8772:, it can be shown that 8448:The term was coined by 8224:logarithmically concave 8144:Log-likelihood function 7982:Products of likelihoods 7901:{\textstyle \beta _{1}} 7867:{\textstyle \beta _{2}} 7519:can then be derived as 7512:{\textstyle \beta _{1}} 7329:{\textstyle \beta _{2}} 6553:evidence-based medicine 6287:test for comparing two 6076:has a finite variance. 1130:of the random variable 426:discrete and continuous 359:argument that maximizes 178:Laplace's approximation 165:Posterior approximation 15434:Mathematics portal 15255:Engineering statistics 15163:Nelson–Aalen estimator 14740:Analysis of covariance 14627:Ordinary least squares 14551:Pearson product-moment 13955:Statistical functional 13866:Empirical distribution 13699:Controlled experiments 13428:Frequency distribution 13206:Descriptive statistics 12782:Bayesian Data Analysis 12529:10.1098/rsta.1922.0009 12345:. Theory and Methods. 11869:Pawitan, Yudi (2001). 11772:Sprott, D. A. (2000), 11484:10.1214/aos/1176345516 11091:frequency distribution 10977: 10957: 10935: 10915: 10837:This section is empty. 10769: 10760: 10733:History of probability 10704: 10688: 10629: 10598: 10544: 10522: 10500: 10226: 10178: 10086: 10060: 9931: 9911: 9889: 9776: 9756: 9710: 9681:log-partition function 9671: 9633: 9607: 9513: 9484: 9449: 9325: 9188: 9119: 9083: 9023: 8963: 8919: 8899: 8831: 8801: 8762: 8734: 8705: 8646: 8624: 8571:(the points where the 8557: 8473:likelihood-ratio tests 8405: 8200: 8168: 8101: 7924:Conditional likelihood 7902: 7868: 7834: 7801: 7687: 7513: 7486: 7330: 7303: 7244:(and consequently the 7238: 7178: 7128: 7050: 6988: 6877: 6787: 6745: 6641: 6608: 6540: 6400: 6376: 6345: 6246: 6066: 6019: 5873: 5788: 5768: 5505: 5477: 5453: 5395: 5214: 5183: 5144: 5122: 5064: 5032: 4942:at which the gradient 4936: 4904: 4750: 4715: 4675: 4618: 4598: 4574: 4554: 4534: 4514: 4449: 4429: 4409: 4374: 4301: 4274: 4247: 4102: 3672: 3525: 3304: 3267: 2942: 2922: 2703: 2626: 2600: 2548: 2509: 2489:given the observation 2483: 2463: 2443: 2419: 2390: 2366: 2344: 2278: 2258: 2238: 2207: 2179: 2155: 2126: 2062: 1991: 1955: 1924: 1878: 1819: 1757: 1722: 1644: 1607: 1580: 1556: 1549: 1494: 1487: 1443: 1423: 1403: 1368: 1329: 1305: 1285: 1265: 1204: 1184: 1164: 1144: 1124: 1097: 1075: 981: 961: 934: 902: 876: 845: 825: 790: 755: 716: 696: 676: 656: 636: 599: 557: 513: 493: 471: 418: 330:) measures how well a 284:Mathematics portal 227:Evidence approximation 15350:Population statistics 15292:System identification 15026:Autocorrelation (ACF) 14954:Exponential smoothing 14868:Discriminant analysis 14863:Canonical correlation 14727:Partition of variance 14589:Regression validation 14433:(Jonckheere–Terpstra) 14332:Likelihood-ratio test 14021:Frequentist inference 13933:Location–scale family 13854:Sampling distribution 13819:Statistical inference 13786:Cross-sectional study 13773:Observational studies 13732:Randomized experiment 13561:Stem-and-leaf display 13363:Central limit theorem 12943:(Expanded ed.). 12804:10.1002/9781118341544 12720:Theory of Probability 12640:10.1214/ss/1030037905 12569:Klemens, Ben (2008). 12455:10.1214/ss/1009212248 11925:Advanced Econometrics 11824:Rossi, R. J. (2018), 11737:Azzalini, A. (1996), 11434:GouriĂŠroux, Christian 11405:John Wiley & Sons 11298:Statistical Inference 11228:Likelihood-ratio test 10978: 10958: 10936: 10916: 10899:posterior probability 10764: 10755: 10729:History of statistics 10714:of the observations. 10705: 10668: 10630: 10599: 10545: 10523: 10480: 10227: 10179: 10087: 10061: 9932: 9912: 9890: 9777: 9757: 9711: 9672: 9634: 9608: 9521:change of coordinates 9519:each correspond to a 9514: 9485: 9450: 9326: 9189: 9141:Further information: 9120: 9084: 9024: 8964: 8920: 8900: 8832: 8802: 8763: 8735: 8706: 8647: 8625: 8565:differential calculus 8558: 8406: 8201: 8169: 8167:{\displaystyle \ell } 8102: 7903: 7869: 7835: 7802: 7688: 7514: 7487: 7331: 7304: 7239: 7179: 7129: 7051: 6989: 6922:posterior probability 6878: 6788: 6746: 6642: 6609: 6541: 6401: 6377: 6375:{\displaystyle A_{2}} 6346: 6344:{\displaystyle A_{1}} 6314:. Stated in terms of 6277:likelihood-ratio test 6269:frequentist inference 6247: 6116:Likelihood-ratio test 6089:Laplace approximation 6085:posterior probability 6067: 6020: 5874: 5789: 5769: 5506: 5478: 5454: 5396: 5215: 5184: 5156:mountain pass theorem 5145: 5123: 5065: 5033: 4937: 4905: 4751: 4716: 4676: 4639:extreme value theorem 4628:Regularity conditions 4619: 4599: 4575: 4555: 4535: 4515: 4450: 4430: 4410: 4375: 4302: 4275: 4248: 4103: 3673: 3526: 3305: 3268: 2943: 2923: 2704: 2627: 2601: 2549: 2510: 2484: 2464: 2444: 2420: 2391: 2367: 2345: 2279: 2259: 2239: 2208: 2180: 2156: 2127: 2063: 1992: 1956: 1925: 1879: 1820: 1758: 1723: 1645: 1608: 1581: 1550: 1500: 1488: 1460: 1444: 1424: 1404: 1369: 1330: 1306: 1286: 1266: 1205: 1185: 1165: 1145: 1125: 1098: 1076: 982: 962: 935: 903: 877: 846: 826: 791: 756: 717: 697: 677: 657: 637: 607:In other words, when 600: 558: 514: 494: 472: 419: 390:posterior probability 188:Variational inference 15273:Probabilistic design 14858:Principal components 14701:Exponential families 14653:Nonlinear regression 14632:General linear model 14594:Mixed effects models 14584:Errors and residuals 14561:Confounding variable 14463:Bayesian probability 14441:Van der Waerden test 14431:Ordered alternative 14196:Multiple comparisons 14075:Rao–Blackwellization 14038:Estimating equations 13994:Statistical distance 13712:Factorial experiment 13245:Arithmetic-Geometric 13052:. Berlin: Springer. 13007:10.3390/risks9020031 12702:(Griffin 1950), §6.1 12656:Statistical Evidence 12514:(594–604): 309–368. 11896:. pp. Chapter 5 11892:. Taichung, Taiwan: 11470:Annals of Statistics 11397:Billingsley, Patrick 11223:Likelihood principle 11218:Empirical likelihood 10967: 10947: 10925: 10905: 10639: 10610: 10556: 10534: 10238: 10190: 10098: 10076: 9943: 9921: 9901: 9788: 9766: 9755:{\textstyle \alpha } 9746: 9689: 9650: 9643:sufficient statistic 9621: 9529: 9494: 9461: 9339: 9204: 9166: 9149:exponential families 9137:Exponential families 9100: 9037: 8973: 8929: 8918:{\textstyle \theta } 8909: 8841: 8819: 8776: 8761:{\textstyle \Theta } 8752: 8715: 8659: 8634: 8590: 8584:estimating equations 8499: 8479:Likelihood equations 8269: 8186: 8158: 7997: 7930:sufficient statistic 7914:confidence intervals 7885: 7851: 7815: 7697: 7523: 7496: 7340: 7313: 7251: 7192: 7149: 7136:computational burden 7060: 6998: 6976: 6918:coverage probability 6910:confidence intervals 6826: 6755: 6659: 6622: 6589: 6555:, likelihood ratios 6416: 6390: 6359: 6328: 6281:Neyman–Pearson lemma 6129: 6033: 5891: 5798: 5778: 5515: 5487: 5467: 5405: 5223: 5193: 5173: 5132: 5074: 5046: 4946: 4918: 4763: 4725: 4692: 4674:{\textstyle \Theta } 4665: 4617:{\textstyle \theta } 4608: 4588: 4564: 4544: 4524: 4460: 4439: 4419: 4384: 4348: 4284: 4257: 4114: 3684: 3541: 3316: 3279: 2952: 2932: 2713: 2636: 2610: 2558: 2531: 2493: 2482:{\textstyle \theta } 2473: 2462:{\textstyle \theta } 2453: 2429: 2403: 2389:{\textstyle \theta } 2380: 2365:{\textstyle \theta } 2356: 2290: 2284:. Then the function 2277:{\textstyle \theta } 2268: 2248: 2228: 2197: 2165: 2138: 2076: 2003: 1968: 1934: 1892: 1831: 1769: 1734: 1663: 1621: 1590: 1563: 1505: 1465: 1433: 1422:{\textstyle \theta } 1413: 1378: 1339: 1328:{\textstyle \theta } 1319: 1295: 1284:{\textstyle \theta } 1275: 1255: 1203:{\textstyle \theta } 1194: 1174: 1154: 1134: 1114: 1096:{\textstyle \theta } 1087: 993: 987:. Then the function 980:{\textstyle \theta } 971: 951: 924: 910:prosecutor's fallacy 886: 875:{\textstyle \theta } 866: 844:{\textstyle \theta } 835: 800: 765: 730: 724:frequentist paradigm 706: 695:{\textstyle \theta } 686: 675:{\textstyle \theta } 666: 646: 611: 567: 523: 503: 483: 437: 417:{\textstyle \theta } 408: 266:Posterior predictive 235:Evidence lower bound 116:Likelihood principle 86:Bayesian probability 15507:Bayesian statistics 15345:Official statistics 15268:Methods engineering 14949:Seasonal adjustment 14717:Poisson regressions 14637:Bayesian regression 14576:Regression analysis 14556:Partial correlation 14528:Regression analysis 14127:Prediction interval 14122:Likelihood interval 14112:Confidence interval 14104:Interval estimation 14065:Unbiased estimators 13883:Model specification 13763:Up-and-down designs 13451:Partial correlation 13407:Index of dispersion 13325:Interquartile range 12654:Royall, R. (1997). 12626:Statistical Science 12602:1930PCPS...26..528F 12520:1922RSPTA.222..309F 12441:Statistical Science 11956:MacKinnon, James G. 11954:Davidson, Russell; 11407:. pp. 422–423. 11208:Conditional entropy 10882:conditional density 10878:marginal likelihood 10773:inverse probability 10753:". Quoting Fisher: 10543:{\textstyle \beta } 10085:{\textstyle \beta } 9910:{\textstyle \beta } 9775:{\textstyle \beta } 9067: 8883: 8796: 8679: 8256:information content 8208:strictly increasing 7953:Marginal likelihood 7947:Marginal likelihood 7941:Fisher's exact test 7796: 7751: 7647: 7572: 7441: 7396: 7141:For instance, in a 6957:nuisance parameters 6906:interval estimation 6899:likelihood interval 6814:% likelihood region 6649:relative likelihood 6573:Relative likelihood 6283:, this is the most 5928: 5819: 5026: 4898: 3999: 3611: 3492: 3234: 2625:{\textstyle h>0} 2525:probability density 2374:likelihood function 1522: 1482: 1105:likelihood function 382:Bayesian statistics 324:likelihood function 39:Bayesian statistics 33:Part of a series on 15365:Spatial statistics 15245:Medical statistics 15145:First hitting time 15099:Whittle likelihood 14750:Degrees of freedom 14745:Multivariate ANOVA 14678:Heteroscedasticity 14490:Bayesian estimator 14455:Bayesian inference 14304:Kolmogorov–Smirnov 14189:Randomization test 14159:Testing hypotheses 14132:Tolerance interval 14043:Maximum likelihood 13938:Exponential family 13871:Density estimation 13831:Statistical theory 13791:Natural experiment 13737:Scientific control 13654:Survey methodology 13340:Standard deviation 13105:. pp. 21–28. 12660:Chapman & Hall 11894:Tunghai University 11787:Statistical Models 11745:Chapman & Hall 11719:Kalbfleisch, J. G. 11514:(8–9): 1121–1159. 11418:Shao, Jun (2003). 11403:(Third ed.). 11253:Score (statistics) 11238:Maximum likelihood 11190:information theory 11164:. You can help by 10973: 10953: 10931: 10911: 10866:Bayesian inference 10723:Historical remarks 10700: 10699: 10625: 10594: 10540: 10518: 10516: 10222: 10174: 10082: 10070:partial derivative 10056: 9927: 9907: 9885: 9772: 9752: 9740:gamma distribution 9706: 9667: 9629: 9603: 9509: 9480: 9445: 9321: 9184: 9143:Exponential family 9127:Fisher information 9115: 9079: 9019: 8959: 8915: 8895: 8866: 8827: 8797: 8779: 8758: 8730: 8701: 8662: 8642: 8620: 8553: 8465:Fisher information 8452:in the context of 8401: 8232:objective function 8220:exponential family 8196: 8164: 8097: 7970:Partial likelihood 7910:profile likelihood 7898: 7864: 7830: 7797: 7778: 7733: 7683: 7629: 7554: 7509: 7482: 7423: 7378: 7326: 7299: 7234: 7174: 7124: 7046: 6984: 6967:Profile likelihood 6914:credible intervals 6873: 6783: 6741: 6655:is defined to be 6637: 6604: 6581:for the parameter 6536: 6396: 6372: 6341: 6304:Bayesian inference 6293:significance level 6242: 6062: 6015: 5911: 5885:information matrix 5869: 5802: 5784: 5764: 5501: 5473: 5449: 5391: 5210: 5179: 5140: 5118: 5095: 5060: 5028: 4959: 4932: 4900: 4783: 4746: 4711: 4671: 4614: 4594: 4570: 4550: 4530: 4510: 4445: 4425: 4405: 4370: 4323:is defined as the 4300:{\textstyle x_{j}} 4297: 4273:{\textstyle x_{j}} 4270: 4243: 4211: 4146: 4098: 4096: 4062: 3965: 3954: 3923: 3817: 3786: 3721: 3668: 3577: 3566: 3521: 3458: 3444: 3348: 3300: 3263: 3200: 3186: 3090: 2984: 2938: 2918: 2841: 2745: 2699: 2622: 2596: 2547:{\textstyle x_{j}} 2544: 2505: 2479: 2459: 2439: 2415: 2386: 2362: 2340: 2274: 2254: 2234: 2203: 2175: 2151: 2122: 2058: 1987: 1951: 1920: 1874: 1815: 1753: 1718: 1640: 1603: 1576: 1557: 1545: 1508: 1495: 1483: 1468: 1439: 1419: 1399: 1364: 1335:. The likelihood, 1325: 1301: 1281: 1261: 1200: 1180: 1160: 1140: 1120: 1093: 1071: 977: 957: 930: 898: 872: 841: 821: 786: 751: 712: 692: 672: 652: 632: 595: 553: 509: 489: 467: 414: 367:Fisher information 209:Bayesian estimator 157:Hierarchical model 81:Bayesian inference 15467: 15466: 15405: 15404: 15401: 15400: 15340:National accounts 15310:Actuarial science 15302:Social statistics 15195: 15194: 15191: 15190: 15187: 15186: 15122:Survival function 15107: 15106: 14969:Granger causality 14810:Contingency table 14785:Survival analysis 14762: 14761: 14758: 14757: 14614:Linear regression 14509: 14508: 14505: 14504: 14480:Credible interval 14449: 14448: 14232: 14231: 14048:Method of moments 13917:Parametric family 13878:Statistical model 13808: 13807: 13804: 13803: 13722:Random assignment 13644:Statistical power 13578: 13577: 13574: 13573: 13423:Contingency table 13393: 13392: 13260:Generalized/power 13112:978-1-316-63682-4 13059:978-3-319-10460-7 12937:Edwards, A. W. F. 12928:978-1-4614-4817-4 12405:. pp. 25–27. 12349:(13): 1505–1510. 12254:Edwards, A. W. F. 12056:978-0-691-12522-0 11998:978-0-521-40551-5 11969:978-0-19-506011-9 11940:978-0-674-00560-0 11332:978-1-4419-0925-1 11182: 11181: 11112:confidence region 11078:statistical model 11052: 11051: 11044: 10895:prior probability 10874:statistical model 10857: 10856: 10666: 10652: 10622: 10589: 10587: 10568: 10475: 10457: 10390: 10321: 10163: 10150: 9848: 9512:{\textstyle h(x)} 9133:of the estimate. 9112: 9068: 9066: 9050: 8999: 8946: 8854: 8813:open neighborhood 8569:stationary points 8316: 7809:projection matrix 7536: 7143:linear regression 7095: 7073: 6920:(frequentism) or 6863: 6820:is defined to be 6803:likelihood region 6797:Likelihood region 6777: 6736: 6723: 6634: 6601: 6399:{\displaystyle B} 6384:, given an event 6310:, and is used in 6289:simple hypotheses 6261:law of likelihood 6237: 6027:positive definite 6006: 6000: 5996: 5964: 5960: 5730: 5630: 5547: 5388: 5315: 5257: 5161:In the proofs of 5077: 4993: 4912:negative definite 4838: 4737: 4681:assumed to be an 4182: 4117: 4033: 3963: 3932: 3894: 3795: 3757: 3692: 3575: 3544: 3456: 3415: 3319: 3198: 3157: 3102: 3061: 2996: 2955: 2853: 2812: 2716: 2148: 2111: 2096: 2027: 2015: 1978: 1946: 1908: 1847: 1804: 1789: 1744: 1687: 1675: 1631: 1600: 1573: 1539: 1515: 1475: 332:statistical model 320: 319: 214:Credible interval 147:Linear regression 16:(Redirected from 15514: 15484: 15483: 15475: 15455: 15454: 15443: 15442: 15432: 15431: 15417: 15416: 15320:Crime statistics 15214: 15213: 15201: 15200: 15118: 15117: 15084:Fourier analysis 15071:Frequency domain 15051: 14998: 14964:Structural break 14924: 14923: 14873:Cluster analysis 14820:Log-linear model 14793: 14792: 14768: 14767: 14709: 14683:Homoscedasticity 14539: 14538: 14515: 14514: 14434: 14426: 14418: 14417:(Kruskal–Wallis) 14402: 14387: 14342:Cross validation 14327: 14309:Anderson–Darling 14256: 14243: 14242: 14214:Likelihood-ratio 14206:Parametric tests 14184:Permutation test 14167:1- & 2-tails 14058:Minimum distance 14030:Point estimation 14026: 14025: 13977:Optimal decision 13928: 13827: 13826: 13814: 13813: 13796:Quasi-experiment 13746:Adaptive designs 13597: 13596: 13584: 13583: 13461:Rank correlation 13223: 13222: 13214: 13213: 13201: 13200: 13168: 13161: 13154: 13145: 13144: 13140: 13133:"Log-likelihood" 13116: 13091:Ward, Michael D. 13086: 13074: 13063: 13044: 13021: 13019: 13009: 12984: 12958: 12932: 12905: 12877: 12876: 12871:(2nd ed.). 12864: 12858: 12857: 12845: 12839: 12838: 12823: 12817: 12816: 12791: 12785: 12778: 12765: 12758: 12745: 12738: 12723: 12716: 12703: 12696: 12683: 12682: 12670: 12664: 12663: 12651: 12645: 12644: 12642: 12620: 12614: 12613: 12585: 12579: 12578: 12566: 12560: 12559: 12541: 12531: 12496: 12490: 12489: 12474: 12468: 12467: 12457: 12428: 12422: 12413: 12407: 12406: 12394: 12388: 12387: 12378:(1–2): 203–207. 12365: 12359: 12358: 12338: 12332: 12331: 12322:(352): 903–904. 12311: 12305: 12304: 12295:(357): 147–148. 12282: 12276: 12275: 12250: 12241: 12240: 12226: 12220: 12219: 12199: 12193: 12192: 12159: 12153: 12152: 12132: 12126: 12125: 12095: 12089: 12088: 12067: 12061: 12060: 12040: 12034: 12033: 12009: 12003: 12002: 11980: 11974: 11973: 11951: 11945: 11944: 11928: 11915:Amemiya, Takeshi 11911: 11905: 11904: 11902: 11901: 11888:Wen Hsiang Wei. 11885: 11879: 11878: 11866: 11860: 11858: 11844: 11835: 11833: 11821: 11810: 11808: 11800: 11794: 11783: 11777: 11770: 11759: 11757: 11734: 11728: 11726: 11715: 11702: 11701: 11679: 11673: 11672: 11654: 11648: 11647: 11627: 11621: 11620: 11600: 11594: 11593: 11575: 11569: 11568: 11538: 11532: 11531: 11503: 11497: 11496: 11486: 11460: 11454: 11453: 11430: 11424: 11423: 11415: 11409: 11408: 11393: 11387: 11386: 11368: 11362: 11361: 11343: 11337: 11336: 11318: 11312: 11311: 11293: 11276: 11270: 11248:Pseudolikelihood 11177: 11174: 11156: 11149: 11047: 11040: 11036: 11033: 11027: 11022:this article by 11013:inline citations 11000: 10999: 10992: 10982: 10980: 10979: 10974: 10962: 10960: 10959: 10954: 10940: 10938: 10937: 10932: 10920: 10918: 10917: 10912: 10852: 10849: 10839:You can help by 10832: 10825: 10783:support function 10779:A. W. F. Edwards 10709: 10707: 10706: 10701: 10698: 10697: 10687: 10682: 10667: 10659: 10654: 10653: 10645: 10634: 10632: 10631: 10626: 10624: 10623: 10615: 10603: 10601: 10600: 10595: 10590: 10588: 10580: 10575: 10570: 10569: 10561: 10549: 10547: 10546: 10541: 10527: 10525: 10524: 10519: 10517: 10510: 10509: 10499: 10494: 10476: 10471: 10463: 10458: 10456: 10448: 10444: 10443: 10419: 10418: 10402: 10391: 10389: 10381: 10377: 10376: 10352: 10351: 10335: 10331: 10322: 10320: 10312: 10308: 10307: 10289: 10288: 10264: 10263: 10247: 10244: 10231: 10229: 10228: 10223: 10221: 10220: 10202: 10201: 10183: 10181: 10180: 10175: 10164: 10156: 10151: 10149: 10141: 10119: 10118: 10102: 10091: 10089: 10088: 10083: 10072:with respect to 10065: 10063: 10062: 10057: 9958: 9957: 9936: 9934: 9933: 9928: 9916: 9914: 9913: 9908: 9894: 9892: 9891: 9886: 9881: 9880: 9865: 9864: 9849: 9847: 9833: 9832: 9823: 9797: 9796: 9781: 9779: 9778: 9773: 9761: 9759: 9758: 9753: 9729: 9723: 9717: 9715: 9713: 9712: 9707: 9702: 9678: 9676: 9674: 9673: 9668: 9657: 9640: 9638: 9636: 9635: 9630: 9628: 9612: 9610: 9609: 9604: 9596: 9570: 9562: 9542: 9518: 9516: 9515: 9510: 9489: 9487: 9486: 9481: 9476: 9468: 9454: 9452: 9451: 9446: 9417: 9391: 9380: 9372: 9352: 9330: 9328: 9327: 9322: 9317: 9316: 9307: 9281: 9270: 9262: 9254: 9253: 9223: 9193: 9191: 9190: 9185: 9124: 9122: 9121: 9116: 9114: 9113: 9105: 9088: 9086: 9085: 9080: 9078: 9077: 9064: 9059: 9058: 9057: 9052: 9051: 9043: 9028: 9026: 9025: 9020: 9018: 9007: 9006: 9001: 9000: 8992: 8985: 8984: 8968: 8966: 8965: 8960: 8958: 8954: 8953: 8948: 8947: 8939: 8924: 8922: 8921: 8916: 8904: 8902: 8901: 8896: 8891: 8882: 8874: 8862: 8861: 8856: 8855: 8847: 8836: 8834: 8833: 8828: 8826: 8806: 8804: 8803: 8798: 8795: 8787: 8767: 8765: 8764: 8759: 8739: 8737: 8736: 8731: 8729: 8728: 8723: 8710: 8708: 8707: 8702: 8694: 8693: 8688: 8678: 8670: 8654:inverse function 8651: 8649: 8648: 8643: 8641: 8629: 8627: 8626: 8621: 8619: 8602: 8601: 8562: 8560: 8559: 8554: 8543: 8542: 8533: 8532: 8511: 8510: 8450:A. W. F. Edwards 8410: 8408: 8407: 8402: 8358: 8357: 8333: 8332: 8317: 8315: 8305: 8304: 8297: 8287: 8286: 8279: 8205: 8203: 8202: 8197: 8195: 8194: 8181: 8175: 8173: 8171: 8170: 8165: 8151: 8106: 8104: 8103: 8098: 8090: 8089: 8062: 8061: 8034: 8033: 8021: 8020: 7907: 7905: 7904: 7899: 7897: 7896: 7873: 7871: 7870: 7865: 7863: 7862: 7839: 7837: 7836: 7831: 7829: 7828: 7823: 7806: 7804: 7803: 7798: 7795: 7794: 7788: 7783: 7777: 7776: 7768: 7764: 7763: 7762: 7757: 7750: 7749: 7743: 7738: 7726: 7725: 7720: 7711: 7710: 7705: 7692: 7690: 7689: 7684: 7682: 7677: 7673: 7672: 7671: 7666: 7657: 7646: 7645: 7639: 7634: 7628: 7627: 7619: 7615: 7614: 7613: 7608: 7602: 7598: 7597: 7596: 7591: 7582: 7571: 7570: 7564: 7559: 7544: 7543: 7538: 7537: 7529: 7518: 7516: 7515: 7510: 7508: 7507: 7491: 7489: 7488: 7483: 7481: 7477: 7476: 7475: 7466: 7465: 7460: 7451: 7440: 7439: 7433: 7428: 7422: 7421: 7413: 7409: 7408: 7407: 7402: 7395: 7394: 7388: 7383: 7365: 7364: 7352: 7351: 7335: 7333: 7332: 7327: 7325: 7324: 7308: 7306: 7305: 7300: 7298: 7294: 7293: 7292: 7287: 7278: 7277: 7272: 7258: 7243: 7241: 7240: 7235: 7233: 7229: 7228: 7227: 7215: 7214: 7183: 7181: 7180: 7175: 7164: 7156: 7133: 7131: 7130: 7125: 7123: 7119: 7118: 7113: 7103: 7102: 7097: 7096: 7088: 7081: 7080: 7075: 7074: 7066: 7055: 7053: 7052: 7047: 7045: 7041: 7040: 7039: 7034: 7025: 7024: 7019: 7005: 6993: 6991: 6990: 6985: 6983: 6946: 6934: 6930: 6892: 6888: 6882: 6880: 6879: 6874: 6869: 6865: 6864: 6856: 6819: 6813: 6808: 6792: 6790: 6789: 6784: 6779: 6778: 6770: 6764: 6763: 6750: 6748: 6747: 6742: 6737: 6735: 6725: 6724: 6716: 6710: 6709: 6702: 6686: 6685: 6678: 6654: 6646: 6644: 6643: 6638: 6636: 6635: 6627: 6617: 6613: 6611: 6610: 6605: 6603: 6602: 6594: 6584: 6545: 6543: 6542: 6537: 6523: 6522: 6510: 6509: 6488: 6487: 6475: 6474: 6447: 6446: 6434: 6433: 6407: 6405: 6403: 6402: 6397: 6383: 6381: 6379: 6378: 6373: 6371: 6370: 6352: 6350: 6348: 6347: 6342: 6340: 6339: 6275:, the so-called 6251: 6249: 6248: 6243: 6238: 6236: 6226: 6225: 6213: 6212: 6205: 6195: 6194: 6182: 6181: 6174: 6160: 6159: 6147: 6146: 6123:likelihood ratio 6106:Likelihood ratio 6101:Pseudo-R-squared 6071: 6069: 6068: 6063: 6060: 6056: 6046: 6024: 6022: 6021: 6016: 6011: 6004: 5998: 5997: 5995: 5994: 5993: 5980: 5966: 5962: 5961: 5959: 5958: 5957: 5944: 5930: 5927: 5922: 5898: 5878: 5876: 5875: 5870: 5849: 5835: 5834: 5818: 5813: 5793: 5791: 5790: 5785: 5773: 5771: 5770: 5765: 5754: 5753: 5735: 5731: 5729: 5728: 5727: 5714: 5713: 5700: 5699: 5686: 5682: 5681: 5671: 5651: 5650: 5635: 5631: 5629: 5628: 5627: 5614: 5613: 5600: 5596: 5595: 5585: 5565: 5564: 5552: 5548: 5546: 5545: 5544: 5531: 5523: 5511:it must be that 5510: 5508: 5507: 5502: 5482: 5480: 5479: 5474: 5461:Taylor expansion 5458: 5456: 5455: 5450: 5400: 5398: 5397: 5392: 5389: 5387: 5386: 5385: 5372: 5371: 5358: 5357: 5344: 5334: 5333: 5323: 5316: 5314: 5313: 5312: 5300: 5299: 5286: 5276: 5275: 5265: 5258: 5256: 5255: 5254: 5241: 5227: 5219: 5217: 5216: 5211: 5188: 5186: 5185: 5180: 5149: 5147: 5146: 5141: 5127: 5125: 5124: 5119: 5094: 5069: 5067: 5066: 5061: 5037: 5035: 5034: 5029: 5025: 5024: 5023: 5022: 5011: 5000: 4996: 4994: 4992: 4990: 4989: 4975: 4967: 4941: 4939: 4938: 4933: 4909: 4907: 4906: 4901: 4897: 4896: 4895: 4894: 4881: 4880: 4879: 4868: 4845: 4841: 4839: 4837: 4835: 4834: 4821: 4820: 4806: 4802: 4801: 4791: 4770: 4755: 4753: 4752: 4747: 4739: 4738: 4730: 4720: 4718: 4717: 4712: 4706: 4705: 4700: 4680: 4678: 4677: 4672: 4623: 4621: 4620: 4615: 4603: 4601: 4600: 4595: 4579: 4577: 4576: 4571: 4559: 4557: 4556: 4551: 4539: 4537: 4536: 4531: 4519: 4517: 4516: 4511: 4497: 4496: 4469: 4468: 4454: 4452: 4451: 4446: 4434: 4432: 4431: 4426: 4414: 4412: 4411: 4406: 4379: 4377: 4376: 4371: 4360: 4359: 4333:counting measure 4321:density function 4306: 4304: 4303: 4298: 4296: 4295: 4279: 4277: 4276: 4271: 4269: 4268: 4252: 4250: 4249: 4244: 4230: 4229: 4210: 4205: 4204: 4175: 4174: 4156: 4155: 4145: 4140: 4139: 4107: 4105: 4104: 4099: 4097: 4081: 4080: 4061: 4056: 4055: 4029: 4025: 3998: 3991: 3990: 3980: 3979: 3978: 3964: 3956: 3953: 3952: 3951: 3922: 3917: 3916: 3891: 3882: 3878: 3865: 3864: 3852: 3851: 3824: 3823: 3816: 3815: 3814: 3785: 3780: 3779: 3750: 3749: 3731: 3730: 3720: 3715: 3714: 3690: 3677: 3675: 3674: 3669: 3655: 3654: 3610: 3603: 3602: 3592: 3591: 3590: 3576: 3568: 3565: 3564: 3563: 3530: 3528: 3527: 3522: 3491: 3484: 3483: 3473: 3472: 3471: 3457: 3449: 3443: 3438: 3437: 3399: 3398: 3386: 3385: 3358: 3357: 3347: 3342: 3341: 3309: 3307: 3306: 3301: 3272: 3270: 3269: 3264: 3233: 3226: 3225: 3215: 3214: 3213: 3199: 3191: 3185: 3180: 3179: 3138: 3137: 3119: 3118: 3103: 3095: 3089: 3084: 3083: 3045: 3044: 3032: 3031: 3004: 3003: 2997: 2989: 2983: 2978: 2977: 2947: 2945: 2944: 2939: 2927: 2925: 2924: 2919: 2902: 2901: 2889: 2888: 2861: 2860: 2854: 2846: 2840: 2835: 2834: 2796: 2795: 2783: 2782: 2755: 2754: 2744: 2739: 2738: 2708: 2706: 2705: 2700: 2686: 2685: 2673: 2672: 2645: 2644: 2631: 2629: 2628: 2623: 2605: 2603: 2602: 2597: 2586: 2585: 2573: 2572: 2553: 2551: 2550: 2545: 2543: 2542: 2514: 2512: 2511: 2508:{\textstyle X=x} 2506: 2488: 2486: 2485: 2480: 2468: 2466: 2465: 2460: 2448: 2446: 2445: 2440: 2438: 2437: 2424: 2422: 2421: 2418:{\textstyle X=x} 2416: 2395: 2393: 2392: 2387: 2371: 2369: 2368: 2363: 2349: 2347: 2346: 2341: 2327: 2326: 2299: 2298: 2283: 2281: 2280: 2275: 2263: 2261: 2260: 2255: 2243: 2241: 2240: 2235: 2223:density function 2212: 2210: 2209: 2204: 2184: 2182: 2181: 2176: 2174: 2173: 2160: 2158: 2157: 2152: 2150: 2149: 2146: 2131: 2129: 2128: 2123: 2112: 2109: 2098: 2097: 2094: 2085: 2084: 2067: 2065: 2064: 2059: 2051: 2050: 2029: 2028: 2025: 2016: 2013: 1996: 1994: 1993: 1988: 1980: 1979: 1976: 1960: 1958: 1957: 1952: 1947: 1944: 1929: 1927: 1926: 1921: 1910: 1909: 1906: 1883: 1881: 1880: 1875: 1849: 1848: 1845: 1824: 1822: 1821: 1816: 1805: 1802: 1791: 1790: 1787: 1778: 1777: 1762: 1760: 1759: 1754: 1746: 1745: 1742: 1727: 1725: 1724: 1719: 1711: 1710: 1689: 1688: 1685: 1676: 1673: 1649: 1647: 1646: 1641: 1633: 1632: 1629: 1612: 1610: 1609: 1604: 1602: 1601: 1598: 1585: 1583: 1582: 1577: 1575: 1574: 1571: 1554: 1552: 1551: 1546: 1541: 1540: 1537: 1521: 1516: 1513: 1492: 1490: 1489: 1484: 1481: 1476: 1473: 1448: 1446: 1445: 1440: 1428: 1426: 1425: 1420: 1408: 1406: 1405: 1400: 1373: 1371: 1370: 1365: 1348: 1347: 1334: 1332: 1331: 1326: 1310: 1308: 1307: 1302: 1290: 1288: 1287: 1282: 1270: 1268: 1267: 1262: 1250: 1231: 1213:" is written as 1212: 1209: 1207: 1206: 1201: 1189: 1187: 1186: 1181: 1169: 1167: 1166: 1161: 1149: 1147: 1146: 1141: 1129: 1127: 1126: 1121: 1102: 1100: 1099: 1094: 1080: 1078: 1077: 1072: 1052: 1051: 1030: 1029: 1002: 1001: 986: 984: 983: 978: 966: 964: 963: 958: 939: 937: 936: 931: 907: 905: 904: 901:{\textstyle X=x} 899: 881: 879: 878: 873: 850: 848: 847: 842: 830: 828: 827: 822: 795: 793: 792: 787: 760: 758: 757: 752: 721: 719: 718: 713: 701: 699: 698: 693: 681: 679: 678: 673: 661: 659: 658: 653: 641: 639: 638: 633: 604: 602: 601: 596: 576: 575: 562: 560: 559: 554: 518: 516: 515: 510: 498: 496: 495: 490: 476: 474: 473: 468: 423: 421: 420: 415: 380:In contrast, in 312: 305: 298: 282: 281: 248:Model evaluation 49: 30: 29: 21: 15522: 15521: 15517: 15516: 15515: 15513: 15512: 15511: 15492: 15491: 15490: 15478: 15470: 15468: 15463: 15426: 15397: 15359: 15296: 15282:quality control 15249: 15231:Clinical trials 15208: 15183: 15167: 15155:Hazard function 15149: 15103: 15065: 15049: 15012: 15008:Breusch–Godfrey 14996: 14973: 14913: 14888:Factor analysis 14834: 14815:Graphical model 14787: 14754: 14721: 14707: 14687: 14641: 14608: 14570: 14533: 14532: 14501: 14445: 14432: 14424: 14416: 14400: 14385: 14364:Rank statistics 14358: 14337:Model selection 14325: 14283:Goodness of fit 14277: 14254: 14228: 14200: 14153: 14098: 14087:Median unbiased 14015: 13926: 13859:Order statistic 13821: 13800: 13767: 13741: 13693: 13648: 13591: 13589:Data collection 13570: 13482: 13437: 13411: 13389: 13349: 13301: 13218:Continuous data 13208: 13195: 13177: 13172: 13131: 13123: 13113: 13083: 13060: 13041: 12981: 12955: 12929: 12902: 12886: 12884:Further reading 12881: 12880: 12875:. chap. 7. 12873:Springer-Verlag 12865: 12861: 12846: 12842: 12831:Fienberg, S. E. 12824: 12820: 12814: 12792: 12788: 12779: 12768: 12760:D. V. Lindley: 12759: 12748: 12739: 12726: 12717: 12706: 12697: 12686: 12671: 12667: 12652: 12648: 12621: 12617: 12586: 12582: 12567: 12563: 12497: 12493: 12475: 12471: 12429: 12425: 12414: 12410: 12395: 12391: 12366: 12362: 12339: 12335: 12312: 12308: 12283: 12279: 12272: 12251: 12244: 12227: 12223: 12216: 12200: 12196: 12160: 12156: 12133: 12129: 12114:10.2307/2347496 12096: 12092: 12085: 12068: 12064: 12057: 12041: 12037: 12030: 12010: 12006: 11999: 11981: 11977: 11970: 11952: 11948: 11941: 11912: 11908: 11899: 11897: 11886: 11882: 11867: 11863: 11845: 11838: 11822: 11813: 11801: 11797: 11784: 11780: 11771: 11762: 11755: 11735: 11731: 11716: 11705: 11692:(3a): 153–157. 11680: 11676: 11669: 11655: 11651: 11628: 11624: 11601: 11597: 11590: 11576: 11572: 11557:10.2307/2333005 11539: 11535: 11504: 11500: 11461: 11457: 11450: 11431: 11427: 11416: 11412: 11394: 11390: 11383: 11369: 11365: 11358: 11344: 11340: 11333: 11319: 11315: 11308: 11294: 11290: 11285: 11280: 11279: 11271: 11267: 11262: 11257: 11198: 11178: 11172: 11169: 11162:needs expansion 11147: 11127: 11120: 11071: 11064: 11048: 11037: 11031: 11028: 11018:Please help to 11017: 11001: 10997: 10990: 10968: 10965: 10964: 10948: 10945: 10944: 10943:probability of 10926: 10923: 10922: 10906: 10903: 10902: 10870:random variable 10862: 10853: 10847: 10844: 10823: 10795: 10735: 10725: 10720: 10693: 10689: 10683: 10672: 10658: 10644: 10643: 10640: 10637: 10636: 10614: 10613: 10611: 10608: 10607: 10579: 10574: 10560: 10559: 10557: 10554: 10553: 10535: 10532: 10531: 10515: 10514: 10505: 10501: 10495: 10484: 10464: 10462: 10449: 10439: 10435: 10414: 10413: 10403: 10401: 10382: 10372: 10368: 10347: 10346: 10336: 10334: 10332: 10330: 10324: 10323: 10313: 10303: 10299: 10284: 10280: 10259: 10258: 10248: 10246: 10241: 10239: 10236: 10235: 10216: 10212: 10197: 10193: 10191: 10188: 10187: 10155: 10142: 10114: 10113: 10103: 10101: 10099: 10096: 10095: 10077: 10074: 10073: 9953: 9952: 9944: 9941: 9940: 9922: 9919: 9918: 9902: 9899: 9898: 9870: 9866: 9854: 9850: 9834: 9828: 9824: 9822: 9792: 9791: 9789: 9786: 9785: 9767: 9764: 9763: 9747: 9744: 9743: 9736: 9725: 9719: 9698: 9690: 9687: 9686: 9684: 9653: 9651: 9648: 9647: 9645: 9624: 9622: 9619: 9618: 9616: 9592: 9566: 9558: 9538: 9530: 9527: 9526: 9495: 9492: 9491: 9472: 9464: 9462: 9459: 9458: 9413: 9387: 9376: 9368: 9348: 9340: 9337: 9336: 9312: 9311: 9303: 9277: 9266: 9258: 9249: 9248: 9219: 9205: 9202: 9201: 9167: 9164: 9163: 9145: 9139: 9104: 9103: 9101: 9098: 9097: 9091:Rolle's theorem 9073: 9069: 9053: 9042: 9041: 9040: 9038: 9035: 9034: 9029:asymptotically 9014: 9002: 8991: 8990: 8989: 8980: 8976: 8974: 8971: 8970: 8949: 8938: 8937: 8936: 8932: 8930: 8927: 8926: 8910: 8907: 8906: 8887: 8875: 8870: 8857: 8846: 8845: 8844: 8842: 8839: 8838: 8822: 8820: 8817: 8816: 8788: 8783: 8777: 8774: 8773: 8753: 8750: 8749: 8746:Euclidean space 8743: 8724: 8719: 8718: 8716: 8713: 8712: 8689: 8684: 8683: 8671: 8666: 8660: 8657: 8656: 8637: 8635: 8632: 8631: 8615: 8597: 8593: 8591: 8588: 8587: 8538: 8534: 8528: 8524: 8506: 8502: 8500: 8497: 8496: 8481: 8439:parameter space 8435:support surface 8419: 8353: 8352: 8328: 8327: 8300: 8299: 8298: 8282: 8281: 8280: 8278: 8270: 8267: 8266: 8243:log-probability 8190: 8189: 8187: 8184: 8183: 8177: 8159: 8156: 8155: 8153: 8147: 8141: 8139:Log-probability 8135: 8085: 8081: 8057: 8053: 8029: 8025: 8016: 8012: 7998: 7995: 7994: 7984: 7972: 7955: 7949: 7926: 7918:standard errors 7892: 7888: 7886: 7883: 7882: 7858: 7854: 7852: 7849: 7848: 7824: 7819: 7818: 7816: 7813: 7812: 7790: 7789: 7784: 7779: 7769: 7758: 7753: 7752: 7745: 7744: 7739: 7734: 7732: 7728: 7727: 7721: 7716: 7715: 7706: 7701: 7700: 7698: 7695: 7694: 7678: 7667: 7662: 7661: 7653: 7652: 7648: 7641: 7640: 7635: 7630: 7620: 7609: 7604: 7603: 7592: 7587: 7586: 7578: 7577: 7573: 7566: 7565: 7560: 7555: 7553: 7549: 7548: 7539: 7528: 7527: 7526: 7524: 7521: 7520: 7503: 7499: 7497: 7494: 7493: 7471: 7467: 7461: 7456: 7455: 7447: 7446: 7442: 7435: 7434: 7429: 7424: 7414: 7403: 7398: 7397: 7390: 7389: 7384: 7379: 7377: 7373: 7372: 7360: 7356: 7347: 7343: 7341: 7338: 7337: 7320: 7316: 7314: 7311: 7310: 7288: 7283: 7282: 7273: 7268: 7267: 7266: 7262: 7254: 7252: 7249: 7248: 7223: 7219: 7210: 7206: 7205: 7201: 7193: 7190: 7189: 7160: 7152: 7150: 7147: 7146: 7114: 7109: 7108: 7104: 7098: 7087: 7086: 7085: 7076: 7065: 7064: 7063: 7061: 7058: 7057: 7035: 7030: 7029: 7020: 7015: 7014: 7013: 7009: 7001: 6999: 6996: 6995: 6979: 6977: 6974: 6973: 6969: 6953: 6944: 6932: 6928: 6924:(Bayesianism). 6890: 6886: 6855: 6833: 6829: 6827: 6824: 6823: 6817: 6811: 6806: 6799: 6769: 6768: 6759: 6758: 6756: 6753: 6752: 6715: 6714: 6705: 6704: 6703: 6681: 6680: 6679: 6677: 6660: 6657: 6656: 6652: 6626: 6625: 6623: 6620: 6619: 6615: 6593: 6592: 6590: 6587: 6586: 6582: 6575: 6569: 6561:diagnostic test 6518: 6514: 6505: 6501: 6483: 6479: 6470: 6466: 6442: 6438: 6429: 6425: 6417: 6414: 6413: 6391: 6388: 6387: 6385: 6366: 6362: 6360: 6357: 6356: 6354: 6335: 6331: 6329: 6326: 6325: 6323: 6221: 6217: 6208: 6207: 6206: 6190: 6186: 6177: 6176: 6175: 6173: 6155: 6151: 6142: 6138: 6130: 6127: 6126: 6119: 6108: 6103: 6097: 6042: 6041: 6037: 6034: 6031: 6030: 6007: 5989: 5985: 5981: 5967: 5965: 5953: 5949: 5945: 5931: 5929: 5923: 5915: 5894: 5892: 5889: 5888: 5845: 5824: 5820: 5814: 5806: 5799: 5796: 5795: 5779: 5776: 5775: 5743: 5739: 5723: 5719: 5709: 5705: 5695: 5691: 5687: 5677: 5673: 5672: 5670: 5666: 5643: 5639: 5623: 5619: 5609: 5605: 5601: 5591: 5587: 5586: 5584: 5580: 5560: 5556: 5540: 5536: 5532: 5524: 5522: 5518: 5516: 5513: 5512: 5488: 5485: 5484: 5468: 5465: 5464: 5406: 5403: 5402: 5381: 5377: 5367: 5363: 5353: 5349: 5345: 5329: 5325: 5324: 5322: 5308: 5304: 5295: 5291: 5287: 5271: 5267: 5266: 5264: 5250: 5246: 5242: 5228: 5226: 5224: 5221: 5220: 5194: 5191: 5190: 5174: 5171: 5170: 5133: 5130: 5129: 5081: 5075: 5072: 5071: 5047: 5044: 5043: 5018: 5017: 5013: 5012: 5001: 4985: 4981: 4976: 4968: 4966: 4964: 4960: 4947: 4944: 4943: 4919: 4916: 4915: 4890: 4889: 4885: 4875: 4874: 4870: 4869: 4846: 4830: 4826: 4816: 4812: 4807: 4797: 4793: 4792: 4790: 4788: 4784: 4766: 4764: 4761: 4760: 4729: 4728: 4726: 4723: 4722: 4701: 4696: 4695: 4693: 4690: 4689: 4666: 4663: 4662: 4660: 4630: 4609: 4606: 4605: 4589: 4586: 4585: 4565: 4562: 4561: 4545: 4542: 4541: 4525: 4522: 4521: 4492: 4488: 4464: 4463: 4461: 4458: 4457: 4440: 4437: 4436: 4420: 4417: 4416: 4385: 4382: 4381: 4355: 4351: 4349: 4346: 4345: 4341: 4313: 4291: 4287: 4285: 4282: 4281: 4264: 4260: 4258: 4255: 4254: 4225: 4221: 4206: 4184: 4183: 4170: 4166: 4151: 4150: 4141: 4119: 4118: 4115: 4112: 4111: 4095: 4094: 4076: 4072: 4057: 4035: 4034: 3986: 3982: 3981: 3974: 3970: 3969: 3955: 3947: 3943: 3936: 3931: 3927: 3918: 3896: 3895: 3892: 3890: 3884: 3883: 3860: 3856: 3847: 3843: 3819: 3818: 3810: 3806: 3799: 3794: 3790: 3781: 3759: 3758: 3745: 3741: 3726: 3725: 3716: 3694: 3693: 3687: 3685: 3682: 3681: 3650: 3646: 3598: 3594: 3593: 3586: 3582: 3581: 3567: 3559: 3555: 3548: 3542: 3539: 3538: 3479: 3475: 3474: 3467: 3463: 3462: 3448: 3439: 3417: 3416: 3394: 3390: 3381: 3377: 3353: 3352: 3343: 3321: 3320: 3317: 3314: 3313: 3280: 3277: 3276: 3221: 3217: 3216: 3209: 3205: 3204: 3190: 3181: 3159: 3158: 3133: 3129: 3114: 3110: 3094: 3085: 3063: 3062: 3040: 3036: 3027: 3023: 2999: 2998: 2988: 2979: 2957: 2956: 2953: 2950: 2949: 2933: 2930: 2929: 2897: 2893: 2884: 2880: 2856: 2855: 2845: 2836: 2814: 2813: 2791: 2787: 2778: 2774: 2750: 2749: 2740: 2718: 2717: 2714: 2711: 2710: 2709:. Observe that 2681: 2677: 2668: 2664: 2640: 2639: 2637: 2634: 2633: 2611: 2608: 2607: 2581: 2577: 2568: 2564: 2559: 2556: 2555: 2538: 2534: 2532: 2529: 2528: 2523:The use of the 2521: 2494: 2491: 2490: 2474: 2471: 2470: 2454: 2451: 2450: 2433: 2432: 2430: 2427: 2426: 2404: 2401: 2400: 2381: 2378: 2377: 2357: 2354: 2353: 2322: 2318: 2294: 2293: 2291: 2288: 2287: 2269: 2266: 2265: 2249: 2246: 2245: 2244:(a function of 2229: 2226: 2225: 2215:random variable 2198: 2195: 2194: 2191: 2169: 2168: 2166: 2163: 2162: 2145: 2141: 2139: 2136: 2135: 2108: 2093: 2089: 2080: 2079: 2077: 2074: 2073: 2046: 2042: 2024: 2020: 2012: 2004: 2001: 2000: 1975: 1971: 1969: 1966: 1965: 1943: 1935: 1932: 1931: 1905: 1901: 1893: 1890: 1889: 1844: 1840: 1832: 1829: 1828: 1801: 1786: 1782: 1773: 1772: 1770: 1767: 1766: 1741: 1737: 1735: 1732: 1731: 1706: 1702: 1684: 1680: 1672: 1664: 1661: 1660: 1628: 1624: 1622: 1619: 1618: 1597: 1593: 1591: 1588: 1587: 1570: 1566: 1564: 1561: 1560: 1536: 1532: 1517: 1512: 1506: 1503: 1502: 1477: 1472: 1466: 1463: 1462: 1455: 1434: 1431: 1430: 1429:given the data 1414: 1411: 1410: 1379: 1376: 1375: 1343: 1342: 1340: 1337: 1336: 1320: 1317: 1316: 1296: 1293: 1292: 1276: 1273: 1272: 1256: 1253: 1252: 1233: 1214: 1210: 1195: 1192: 1191: 1175: 1172: 1171: 1155: 1152: 1151: 1135: 1132: 1131: 1115: 1112: 1111: 1088: 1085: 1084: 1047: 1043: 1025: 1021: 997: 996: 994: 991: 990: 972: 969: 968: 952: 949: 948: 942:random variable 925: 922: 921: 918: 887: 884: 883: 867: 864: 863: 853:random variable 836: 833: 832: 801: 798: 797: 766: 763: 762: 731: 728: 727: 726:, the notation 707: 704: 703: 687: 684: 683: 667: 664: 663: 647: 644: 643: 612: 609: 608: 571: 570: 568: 565: 564: 524: 521: 520: 504: 501: 500: 484: 481: 480: 438: 435: 434: 409: 406: 405: 402: 348:random variable 316: 276: 261:Model averaging 240:Nested sampling 152:Empirical Bayes 142:Conjugate prior 111:Cromwell's rule 28: 23: 22: 15: 12: 11: 5: 15520: 15510: 15509: 15504: 15489: 15488: 15465: 15464: 15462: 15461: 15449: 15437: 15423: 15410: 15407: 15406: 15403: 15402: 15399: 15398: 15396: 15395: 15390: 15385: 15380: 15375: 15369: 15367: 15361: 15360: 15358: 15357: 15352: 15347: 15342: 15337: 15332: 15327: 15322: 15317: 15312: 15306: 15304: 15298: 15297: 15295: 15294: 15289: 15284: 15275: 15270: 15265: 15259: 15257: 15251: 15250: 15248: 15247: 15242: 15237: 15228: 15226:Bioinformatics 15222: 15220: 15210: 15209: 15197: 15196: 15193: 15192: 15189: 15188: 15185: 15184: 15182: 15181: 15175: 15173: 15169: 15168: 15166: 15165: 15159: 15157: 15151: 15150: 15148: 15147: 15142: 15137: 15132: 15126: 15124: 15115: 15109: 15108: 15105: 15104: 15102: 15101: 15096: 15091: 15086: 15081: 15075: 15073: 15067: 15066: 15064: 15063: 15058: 15053: 15045: 15040: 15035: 15034: 15033: 15031:partial (PACF) 15022: 15020: 15014: 15013: 15011: 15010: 15005: 15000: 14992: 14987: 14981: 14979: 14978:Specific tests 14975: 14974: 14972: 14971: 14966: 14961: 14956: 14951: 14946: 14941: 14936: 14930: 14928: 14921: 14915: 14914: 14912: 14911: 14910: 14909: 14908: 14907: 14892: 14891: 14890: 14880: 14878:Classification 14875: 14870: 14865: 14860: 14855: 14850: 14844: 14842: 14836: 14835: 14833: 14832: 14827: 14825:McNemar's test 14822: 14817: 14812: 14807: 14801: 14799: 14789: 14788: 14764: 14763: 14760: 14759: 14756: 14755: 14753: 14752: 14747: 14742: 14737: 14731: 14729: 14723: 14722: 14720: 14719: 14703: 14697: 14695: 14689: 14688: 14686: 14685: 14680: 14675: 14670: 14665: 14663:Semiparametric 14660: 14655: 14649: 14647: 14643: 14642: 14640: 14639: 14634: 14629: 14624: 14618: 14616: 14610: 14609: 14607: 14606: 14601: 14596: 14591: 14586: 14580: 14578: 14572: 14571: 14569: 14568: 14563: 14558: 14553: 14547: 14545: 14535: 14534: 14531: 14530: 14525: 14519: 14511: 14510: 14507: 14506: 14503: 14502: 14500: 14499: 14498: 14497: 14487: 14482: 14477: 14476: 14475: 14470: 14459: 14457: 14451: 14450: 14447: 14446: 14444: 14443: 14438: 14437: 14436: 14428: 14420: 14404: 14401:(Mann–Whitney) 14396: 14395: 14394: 14381: 14380: 14379: 14368: 14366: 14360: 14359: 14357: 14356: 14355: 14354: 14349: 14344: 14334: 14329: 14326:(Shapiro–Wilk) 14321: 14316: 14311: 14306: 14301: 14293: 14287: 14285: 14279: 14278: 14276: 14275: 14267: 14258: 14246: 14240: 14238:Specific tests 14234: 14233: 14230: 14229: 14227: 14226: 14221: 14216: 14210: 14208: 14202: 14201: 14199: 14198: 14193: 14192: 14191: 14181: 14180: 14179: 14169: 14163: 14161: 14155: 14154: 14152: 14151: 14150: 14149: 14144: 14134: 14129: 14124: 14119: 14114: 14108: 14106: 14100: 14099: 14097: 14096: 14091: 14090: 14089: 14084: 14083: 14082: 14077: 14062: 14061: 14060: 14055: 14050: 14045: 14034: 14032: 14023: 14017: 14016: 14014: 14013: 14008: 14003: 14002: 14001: 13991: 13986: 13985: 13984: 13974: 13973: 13972: 13967: 13962: 13952: 13947: 13942: 13941: 13940: 13935: 13930: 13914: 13913: 13912: 13907: 13902: 13892: 13891: 13890: 13885: 13875: 13874: 13873: 13863: 13862: 13861: 13851: 13846: 13841: 13835: 13833: 13823: 13822: 13810: 13809: 13806: 13805: 13802: 13801: 13799: 13798: 13793: 13788: 13783: 13777: 13775: 13769: 13768: 13766: 13765: 13760: 13755: 13749: 13747: 13743: 13742: 13740: 13739: 13734: 13729: 13724: 13719: 13714: 13709: 13703: 13701: 13695: 13694: 13692: 13691: 13689:Standard error 13686: 13681: 13676: 13675: 13674: 13669: 13658: 13656: 13650: 13649: 13647: 13646: 13641: 13636: 13631: 13626: 13621: 13619:Optimal design 13616: 13611: 13605: 13603: 13593: 13592: 13580: 13579: 13576: 13575: 13572: 13571: 13569: 13568: 13563: 13558: 13553: 13548: 13543: 13538: 13533: 13528: 13523: 13518: 13513: 13508: 13503: 13498: 13492: 13490: 13484: 13483: 13481: 13480: 13475: 13474: 13473: 13468: 13458: 13453: 13447: 13445: 13439: 13438: 13436: 13435: 13430: 13425: 13419: 13417: 13416:Summary tables 13413: 13412: 13410: 13409: 13403: 13401: 13395: 13394: 13391: 13390: 13388: 13387: 13386: 13385: 13380: 13375: 13365: 13359: 13357: 13351: 13350: 13348: 13347: 13342: 13337: 13332: 13327: 13322: 13317: 13311: 13309: 13303: 13302: 13300: 13299: 13294: 13289: 13288: 13287: 13282: 13277: 13272: 13267: 13262: 13257: 13252: 13250:Contraharmonic 13247: 13242: 13231: 13229: 13220: 13210: 13209: 13197: 13196: 13194: 13193: 13188: 13182: 13179: 13178: 13171: 13170: 13163: 13156: 13148: 13142: 13141: 13129: 13122: 13121:External links 13119: 13118: 13117: 13111: 13087: 13081: 13064: 13058: 13045: 13039: 13022: 12985: 12979: 12959: 12953: 12933: 12927: 12906: 12900: 12885: 12882: 12879: 12878: 12859: 12856:. Part I. 12840: 12818: 12812: 12786: 12766: 12746: 12740:E. T. Jaynes: 12724: 12704: 12684: 12665: 12646: 12615: 12596:(4): 528–535. 12580: 12577:. p. 329. 12561: 12491: 12469: 12448:(2): 214–222. 12423: 12415:"likelihood", 12408: 12389: 12360: 12333: 12306: 12277: 12270: 12242: 12236:Stack Exchange 12221: 12214: 12194: 12175:(2): 269–276. 12154: 12143:(3): 311–328. 12127: 12090: 12083: 12071:Aitkin, Murray 12062: 12055: 12035: 12028: 12004: 11997: 11975: 11968: 11946: 11939: 11906: 11880: 11861: 11836: 11811: 11795: 11778: 11760: 11753: 11729: 11703: 11674: 11667: 11649: 11638:(3): 540–546. 11622: 11611:(2): 184–189. 11595: 11588: 11570: 11551:(1–2): 56–61. 11533: 11498: 11477:(4): 758–767. 11455: 11448: 11425: 11410: 11388: 11381: 11363: 11356: 11338: 11331: 11313: 11306: 11287: 11286: 11284: 11281: 11278: 11277: 11264: 11263: 11261: 11258: 11256: 11255: 11250: 11245: 11240: 11235: 11230: 11225: 11220: 11215: 11210: 11205: 11199: 11197: 11194: 11180: 11179: 11159: 11157: 11146: 11143: 11134:Wilks' theorem 11130:χ distribution 11125: 11118: 11099:Wilks' theorem 11069: 11062: 11050: 11049: 11004: 11002: 10995: 10989: 10986: 10976:{\textstyle X} 10972: 10956:{\textstyle Y} 10952: 10934:{\textstyle Y} 10930: 10914:{\textstyle X} 10910: 10861: 10858: 10855: 10854: 10835: 10833: 10822: 10819: 10794: 10791: 10739:Middle English 10724: 10721: 10719: 10716: 10696: 10692: 10686: 10681: 10678: 10675: 10671: 10665: 10662: 10657: 10651: 10648: 10621: 10618: 10593: 10586: 10583: 10578: 10573: 10567: 10564: 10539: 10513: 10508: 10504: 10498: 10493: 10490: 10487: 10483: 10479: 10474: 10470: 10467: 10461: 10455: 10452: 10447: 10442: 10438: 10434: 10431: 10428: 10425: 10422: 10417: 10412: 10409: 10406: 10400: 10397: 10394: 10388: 10385: 10380: 10375: 10371: 10367: 10364: 10361: 10358: 10355: 10350: 10345: 10342: 10339: 10333: 10329: 10326: 10325: 10319: 10316: 10311: 10306: 10302: 10298: 10295: 10292: 10287: 10283: 10279: 10276: 10273: 10270: 10267: 10262: 10257: 10254: 10251: 10245: 10243: 10219: 10215: 10211: 10208: 10205: 10200: 10196: 10173: 10170: 10167: 10162: 10159: 10154: 10148: 10145: 10140: 10137: 10134: 10131: 10128: 10125: 10122: 10117: 10112: 10109: 10106: 10081: 10054: 10051: 10048: 10045: 10042: 10039: 10036: 10033: 10030: 10027: 10024: 10021: 10018: 10015: 10012: 10009: 10006: 10003: 10000: 9997: 9994: 9991: 9988: 9985: 9982: 9979: 9976: 9973: 9970: 9967: 9964: 9961: 9956: 9951: 9948: 9930:{\textstyle x} 9926: 9906: 9884: 9879: 9876: 9873: 9869: 9863: 9860: 9857: 9853: 9846: 9843: 9840: 9837: 9831: 9827: 9821: 9818: 9815: 9812: 9809: 9806: 9803: 9800: 9795: 9771: 9751: 9735: 9732: 9705: 9701: 9697: 9694: 9666: 9663: 9660: 9656: 9627: 9602: 9599: 9595: 9591: 9588: 9585: 9582: 9579: 9576: 9573: 9569: 9565: 9561: 9557: 9554: 9551: 9548: 9545: 9541: 9537: 9534: 9508: 9505: 9502: 9499: 9479: 9475: 9471: 9467: 9444: 9441: 9438: 9435: 9432: 9429: 9426: 9423: 9420: 9416: 9412: 9409: 9406: 9403: 9400: 9397: 9394: 9390: 9386: 9383: 9379: 9375: 9371: 9367: 9364: 9361: 9358: 9355: 9351: 9347: 9344: 9320: 9315: 9310: 9306: 9302: 9299: 9296: 9293: 9290: 9287: 9284: 9280: 9276: 9273: 9269: 9265: 9261: 9257: 9252: 9247: 9244: 9241: 9238: 9235: 9232: 9229: 9226: 9222: 9218: 9215: 9212: 9209: 9183: 9180: 9177: 9174: 9171: 9157:exponentiation 9138: 9135: 9111: 9108: 9076: 9072: 9062: 9056: 9049: 9046: 9017: 9013: 9010: 9005: 8998: 8995: 8988: 8983: 8979: 8957: 8952: 8945: 8942: 8935: 8914: 8894: 8890: 8886: 8881: 8878: 8873: 8869: 8865: 8860: 8853: 8850: 8825: 8794: 8791: 8786: 8782: 8757: 8741: 8727: 8722: 8700: 8697: 8692: 8687: 8682: 8677: 8674: 8669: 8665: 8640: 8618: 8614: 8611: 8608: 8605: 8600: 8596: 8552: 8549: 8546: 8541: 8537: 8531: 8527: 8523: 8520: 8517: 8514: 8509: 8505: 8480: 8477: 8418: 8415: 8400: 8397: 8394: 8391: 8388: 8385: 8382: 8379: 8376: 8373: 8370: 8367: 8364: 8361: 8356: 8351: 8348: 8345: 8342: 8339: 8336: 8331: 8326: 8323: 8320: 8314: 8311: 8308: 8303: 8296: 8293: 8290: 8285: 8277: 8274: 8193: 8163: 8134: 8133:Log-likelihood 8131: 8127:improper prior 8096: 8093: 8088: 8084: 8080: 8077: 8074: 8071: 8068: 8065: 8060: 8056: 8052: 8049: 8046: 8043: 8040: 8037: 8032: 8028: 8024: 8019: 8015: 8011: 8008: 8005: 8002: 7983: 7980: 7971: 7968: 7951:Main article: 7948: 7945: 7925: 7922: 7895: 7891: 7861: 7857: 7827: 7822: 7793: 7787: 7782: 7775: 7772: 7767: 7761: 7756: 7748: 7742: 7737: 7731: 7724: 7719: 7714: 7709: 7704: 7681: 7676: 7670: 7665: 7660: 7656: 7651: 7644: 7638: 7633: 7626: 7623: 7618: 7612: 7607: 7601: 7595: 7590: 7585: 7581: 7576: 7569: 7563: 7558: 7552: 7547: 7542: 7535: 7532: 7506: 7502: 7480: 7474: 7470: 7464: 7459: 7454: 7450: 7445: 7438: 7432: 7427: 7420: 7417: 7412: 7406: 7401: 7393: 7387: 7382: 7376: 7371: 7368: 7363: 7359: 7355: 7350: 7346: 7323: 7319: 7297: 7291: 7286: 7281: 7276: 7271: 7265: 7261: 7257: 7232: 7226: 7222: 7218: 7213: 7209: 7204: 7200: 7197: 7173: 7170: 7167: 7163: 7159: 7155: 7122: 7117: 7112: 7107: 7101: 7094: 7091: 7084: 7079: 7072: 7069: 7044: 7038: 7033: 7028: 7023: 7018: 7012: 7008: 7004: 6982: 6968: 6965: 6952: 6949: 6937:Wilks' theorem 6872: 6868: 6862: 6859: 6854: 6851: 6848: 6845: 6842: 6839: 6836: 6832: 6798: 6795: 6782: 6776: 6773: 6767: 6762: 6740: 6734: 6731: 6728: 6722: 6719: 6713: 6708: 6701: 6698: 6695: 6692: 6689: 6684: 6676: 6673: 6670: 6667: 6664: 6633: 6630: 6600: 6597: 6568: 6565: 6535: 6532: 6529: 6526: 6521: 6517: 6513: 6508: 6504: 6500: 6497: 6494: 6491: 6486: 6482: 6478: 6473: 6469: 6465: 6462: 6459: 6456: 6453: 6450: 6445: 6441: 6437: 6432: 6428: 6424: 6421: 6395: 6369: 6365: 6338: 6334: 6297:Wilks' theorem 6273:test statistic 6241: 6235: 6232: 6229: 6224: 6220: 6216: 6211: 6204: 6201: 6198: 6193: 6189: 6185: 6180: 6172: 6169: 6166: 6163: 6158: 6154: 6150: 6145: 6141: 6137: 6134: 6107: 6104: 6096: 6093: 6059: 6055: 6052: 6049: 6045: 6040: 6014: 6010: 6003: 5992: 5988: 5984: 5979: 5976: 5973: 5970: 5956: 5952: 5948: 5943: 5940: 5937: 5934: 5926: 5921: 5918: 5914: 5910: 5907: 5904: 5901: 5897: 5868: 5864: 5861: 5858: 5855: 5852: 5848: 5844: 5841: 5838: 5833: 5830: 5827: 5823: 5817: 5812: 5809: 5805: 5787:{\textstyle H} 5783: 5763: 5760: 5757: 5752: 5749: 5746: 5742: 5738: 5734: 5726: 5722: 5718: 5712: 5708: 5704: 5698: 5694: 5690: 5685: 5680: 5676: 5669: 5664: 5660: 5657: 5654: 5649: 5646: 5642: 5638: 5634: 5626: 5622: 5618: 5612: 5608: 5604: 5599: 5594: 5590: 5583: 5578: 5574: 5571: 5568: 5563: 5559: 5555: 5551: 5543: 5539: 5535: 5530: 5527: 5521: 5499: 5496: 5493: 5483:and for every 5476:{\textstyle x} 5472: 5447: 5444: 5441: 5438: 5435: 5432: 5429: 5426: 5423: 5420: 5417: 5414: 5411: 5401:exist for all 5384: 5380: 5376: 5370: 5366: 5362: 5356: 5352: 5348: 5343: 5340: 5337: 5332: 5328: 5320: 5311: 5307: 5303: 5298: 5294: 5290: 5285: 5282: 5279: 5274: 5270: 5262: 5253: 5249: 5245: 5240: 5237: 5234: 5231: 5209: 5205: 5202: 5199: 5189:, and for all 5182:{\textstyle x} 5178: 5138: 5117: 5113: 5110: 5107: 5104: 5101: 5098: 5093: 5090: 5087: 5084: 5080: 5059: 5055: 5052: 5021: 5016: 5010: 5007: 5004: 4999: 4988: 4984: 4980: 4974: 4971: 4963: 4958: 4955: 4952: 4930: 4927: 4924: 4893: 4888: 4884: 4878: 4873: 4867: 4864: 4861: 4858: 4855: 4852: 4849: 4844: 4833: 4829: 4825: 4819: 4815: 4811: 4805: 4800: 4796: 4787: 4782: 4779: 4776: 4773: 4769: 4745: 4742: 4736: 4733: 4710: 4704: 4699: 4670: 4658: 4635: 4629: 4626: 4613: 4597:{\textstyle x} 4593: 4573:{\textstyle x} 4569: 4553:{\textstyle x} 4549: 4533:{\textstyle k} 4529: 4509: 4506: 4503: 4500: 4495: 4491: 4487: 4484: 4481: 4478: 4475: 4472: 4467: 4448:{\textstyle f} 4444: 4428:{\textstyle p} 4424: 4404: 4401: 4398: 4395: 4392: 4389: 4380:and a density 4369: 4366: 4363: 4358: 4354: 4340: 4337: 4312: 4309: 4294: 4290: 4267: 4263: 4242: 4239: 4236: 4233: 4228: 4224: 4220: 4217: 4214: 4209: 4203: 4200: 4197: 4193: 4190: 4187: 4181: 4178: 4173: 4169: 4165: 4162: 4159: 4154: 4149: 4144: 4138: 4135: 4132: 4128: 4125: 4122: 4093: 4090: 4087: 4084: 4079: 4075: 4071: 4068: 4065: 4060: 4054: 4051: 4048: 4044: 4041: 4038: 4032: 4028: 4024: 4021: 4017: 4014: 4011: 4008: 4005: 4002: 3997: 3994: 3989: 3985: 3977: 3973: 3968: 3962: 3959: 3950: 3946: 3942: 3939: 3935: 3930: 3926: 3921: 3915: 3912: 3909: 3905: 3902: 3899: 3893: 3889: 3886: 3885: 3881: 3877: 3874: 3871: 3868: 3863: 3859: 3855: 3850: 3846: 3842: 3839: 3836: 3833: 3830: 3827: 3822: 3813: 3809: 3805: 3802: 3798: 3793: 3789: 3784: 3778: 3775: 3772: 3768: 3765: 3762: 3756: 3753: 3748: 3744: 3740: 3737: 3734: 3729: 3724: 3719: 3713: 3710: 3707: 3703: 3700: 3697: 3691: 3689: 3667: 3664: 3661: 3658: 3653: 3649: 3645: 3642: 3639: 3636: 3633: 3629: 3626: 3623: 3620: 3617: 3614: 3609: 3606: 3601: 3597: 3589: 3585: 3580: 3574: 3571: 3562: 3558: 3554: 3551: 3547: 3537:provides that 3520: 3517: 3514: 3510: 3507: 3504: 3501: 3498: 3495: 3490: 3487: 3482: 3478: 3470: 3466: 3461: 3455: 3452: 3447: 3442: 3436: 3433: 3430: 3426: 3423: 3420: 3414: 3411: 3408: 3405: 3402: 3397: 3393: 3389: 3384: 3380: 3376: 3373: 3370: 3367: 3364: 3361: 3356: 3351: 3346: 3340: 3337: 3334: 3330: 3327: 3324: 3299: 3296: 3293: 3290: 3287: 3284: 3262: 3259: 3256: 3252: 3249: 3246: 3243: 3240: 3237: 3232: 3229: 3224: 3220: 3212: 3208: 3203: 3197: 3194: 3189: 3184: 3178: 3175: 3172: 3168: 3165: 3162: 3156: 3153: 3150: 3147: 3144: 3141: 3136: 3132: 3128: 3125: 3122: 3117: 3113: 3109: 3106: 3101: 3098: 3093: 3088: 3082: 3079: 3076: 3072: 3069: 3066: 3060: 3057: 3054: 3051: 3048: 3043: 3039: 3035: 3030: 3026: 3022: 3019: 3016: 3013: 3010: 3007: 3002: 2995: 2992: 2987: 2982: 2976: 2973: 2970: 2966: 2963: 2960: 2941:{\textstyle h} 2937: 2917: 2914: 2911: 2908: 2905: 2900: 2896: 2892: 2887: 2883: 2879: 2876: 2873: 2870: 2867: 2864: 2859: 2852: 2849: 2844: 2839: 2833: 2830: 2827: 2823: 2820: 2817: 2811: 2808: 2805: 2802: 2799: 2794: 2790: 2786: 2781: 2777: 2773: 2770: 2767: 2764: 2761: 2758: 2753: 2748: 2743: 2737: 2734: 2731: 2727: 2724: 2721: 2698: 2695: 2692: 2689: 2684: 2680: 2676: 2671: 2667: 2663: 2660: 2657: 2654: 2651: 2648: 2643: 2621: 2618: 2615: 2595: 2592: 2589: 2584: 2580: 2576: 2571: 2567: 2563: 2541: 2537: 2520: 2517: 2504: 2501: 2498: 2478: 2458: 2436: 2414: 2411: 2408: 2385: 2361: 2339: 2336: 2333: 2330: 2325: 2321: 2317: 2314: 2311: 2308: 2305: 2302: 2297: 2273: 2257:{\textstyle x} 2253: 2237:{\textstyle f} 2233: 2206:{\textstyle X} 2202: 2190: 2187: 2172: 2144: 2121: 2118: 2115: 2107: 2104: 2101: 2092: 2088: 2083: 2057: 2054: 2049: 2045: 2041: 2038: 2035: 2032: 2023: 2019: 2011: 2008: 1986: 1983: 1974: 1950: 1942: 1939: 1919: 1916: 1913: 1904: 1900: 1897: 1886:Bayes' theorem 1873: 1870: 1867: 1864: 1861: 1858: 1855: 1852: 1843: 1839: 1836: 1814: 1811: 1808: 1800: 1797: 1794: 1785: 1781: 1776: 1752: 1749: 1740: 1717: 1714: 1709: 1705: 1701: 1698: 1695: 1692: 1683: 1679: 1671: 1668: 1639: 1636: 1627: 1596: 1569: 1544: 1535: 1531: 1528: 1525: 1520: 1511: 1480: 1471: 1454: 1451: 1442:{\textstyle x} 1438: 1418: 1398: 1395: 1392: 1389: 1386: 1383: 1363: 1360: 1357: 1354: 1351: 1346: 1324: 1304:{\textstyle x} 1300: 1280: 1264:{\textstyle x} 1260: 1199: 1183:{\textstyle X} 1179: 1163:{\textstyle x} 1159: 1143:{\textstyle X} 1139: 1123:{\textstyle x} 1119: 1092: 1070: 1067: 1064: 1061: 1058: 1055: 1050: 1046: 1042: 1039: 1036: 1033: 1028: 1024: 1020: 1017: 1014: 1011: 1008: 1005: 1000: 976: 960:{\textstyle p} 956: 940:be a discrete 933:{\textstyle X} 929: 917: 914: 897: 894: 891: 871: 840: 820: 817: 814: 811: 808: 805: 785: 782: 779: 776: 773: 770: 750: 747: 744: 741: 738: 735: 715:{\textstyle x} 711: 691: 671: 655:{\textstyle x} 651: 631: 628: 625: 622: 619: 616: 594: 591: 588: 585: 582: 579: 574: 563:often written 552: 549: 546: 543: 540: 537: 534: 531: 528: 512:{\textstyle X} 508: 492:{\textstyle x} 488: 466: 463: 460: 457: 454: 451: 448: 445: 442: 413: 401: 398: 371:Hessian matrix 363:point estimate 318: 317: 315: 314: 307: 300: 292: 289: 288: 287: 286: 271: 270: 269: 268: 263: 258: 250: 249: 245: 244: 243: 242: 237: 229: 228: 224: 223: 222: 221: 216: 211: 203: 202: 198: 197: 196: 195: 190: 185: 180: 175: 167: 166: 162: 161: 160: 159: 154: 149: 144: 136: 135: 134:Model building 131: 130: 129: 128: 123: 118: 113: 108: 103: 98: 93: 91:Bayes' theorem 88: 83: 75: 74: 70: 69: 51: 50: 42: 41: 35: 34: 26: 18:Log-likelihood 9: 6: 4: 3: 2: 15519: 15508: 15505: 15503: 15500: 15499: 15497: 15487: 15482: 15477: 15476: 15473: 15460: 15459: 15450: 15448: 15447: 15438: 15436: 15435: 15430: 15424: 15422: 15421: 15412: 15411: 15408: 15394: 15391: 15389: 15388:Geostatistics 15386: 15384: 15381: 15379: 15376: 15374: 15371: 15370: 15368: 15366: 15362: 15356: 15355:Psychometrics 15353: 15351: 15348: 15346: 15343: 15341: 15338: 15336: 15333: 15331: 15328: 15326: 15323: 15321: 15318: 15316: 15313: 15311: 15308: 15307: 15305: 15303: 15299: 15293: 15290: 15288: 15285: 15283: 15279: 15276: 15274: 15271: 15269: 15266: 15264: 15261: 15260: 15258: 15256: 15252: 15246: 15243: 15241: 15238: 15236: 15232: 15229: 15227: 15224: 15223: 15221: 15219: 15218:Biostatistics 15215: 15211: 15207: 15202: 15198: 15180: 15179:Log-rank test 15177: 15176: 15174: 15170: 15164: 15161: 15160: 15158: 15156: 15152: 15146: 15143: 15141: 15138: 15136: 15133: 15131: 15128: 15127: 15125: 15123: 15119: 15116: 15114: 15110: 15100: 15097: 15095: 15092: 15090: 15087: 15085: 15082: 15080: 15077: 15076: 15074: 15072: 15068: 15062: 15059: 15057: 15054: 15052: 15050:(Box–Jenkins) 15046: 15044: 15041: 15039: 15036: 15032: 15029: 15028: 15027: 15024: 15023: 15021: 15019: 15015: 15009: 15006: 15004: 15003:Durbin–Watson 15001: 14999: 14993: 14991: 14988: 14986: 14985:Dickey–Fuller 14983: 14982: 14980: 14976: 14970: 14967: 14965: 14962: 14960: 14959:Cointegration 14957: 14955: 14952: 14950: 14947: 14945: 14942: 14940: 14937: 14935: 14934:Decomposition 14932: 14931: 14929: 14925: 14922: 14920: 14916: 14906: 14903: 14902: 14901: 14898: 14897: 14896: 14893: 14889: 14886: 14885: 14884: 14881: 14879: 14876: 14874: 14871: 14869: 14866: 14864: 14861: 14859: 14856: 14854: 14851: 14849: 14846: 14845: 14843: 14841: 14837: 14831: 14828: 14826: 14823: 14821: 14818: 14816: 14813: 14811: 14808: 14806: 14805:Cohen's kappa 14803: 14802: 14800: 14798: 14794: 14790: 14786: 14782: 14778: 14774: 14769: 14765: 14751: 14748: 14746: 14743: 14741: 14738: 14736: 14733: 14732: 14730: 14728: 14724: 14718: 14714: 14710: 14704: 14702: 14699: 14698: 14696: 14694: 14690: 14684: 14681: 14679: 14676: 14674: 14671: 14669: 14666: 14664: 14661: 14659: 14658:Nonparametric 14656: 14654: 14651: 14650: 14648: 14644: 14638: 14635: 14633: 14630: 14628: 14625: 14623: 14620: 14619: 14617: 14615: 14611: 14605: 14602: 14600: 14597: 14595: 14592: 14590: 14587: 14585: 14582: 14581: 14579: 14577: 14573: 14567: 14564: 14562: 14559: 14557: 14554: 14552: 14549: 14548: 14546: 14544: 14540: 14536: 14529: 14526: 14524: 14521: 14520: 14516: 14512: 14496: 14493: 14492: 14491: 14488: 14486: 14483: 14481: 14478: 14474: 14471: 14469: 14466: 14465: 14464: 14461: 14460: 14458: 14456: 14452: 14442: 14439: 14435: 14429: 14427: 14421: 14419: 14413: 14412: 14411: 14408: 14407:Nonparametric 14405: 14403: 14397: 14393: 14390: 14389: 14388: 14382: 14378: 14377:Sample median 14375: 14374: 14373: 14370: 14369: 14367: 14365: 14361: 14353: 14350: 14348: 14345: 14343: 14340: 14339: 14338: 14335: 14333: 14330: 14328: 14322: 14320: 14317: 14315: 14312: 14310: 14307: 14305: 14302: 14300: 14298: 14294: 14292: 14289: 14288: 14286: 14284: 14280: 14274: 14272: 14268: 14266: 14264: 14259: 14257: 14252: 14248: 14247: 14244: 14241: 14239: 14235: 14225: 14222: 14220: 14217: 14215: 14212: 14211: 14209: 14207: 14203: 14197: 14194: 14190: 14187: 14186: 14185: 14182: 14178: 14175: 14174: 14173: 14170: 14168: 14165: 14164: 14162: 14160: 14156: 14148: 14145: 14143: 14140: 14139: 14138: 14135: 14133: 14130: 14128: 14125: 14123: 14120: 14118: 14115: 14113: 14110: 14109: 14107: 14105: 14101: 14095: 14092: 14088: 14085: 14081: 14078: 14076: 14073: 14072: 14071: 14068: 14067: 14066: 14063: 14059: 14056: 14054: 14051: 14049: 14046: 14044: 14041: 14040: 14039: 14036: 14035: 14033: 14031: 14027: 14024: 14022: 14018: 14012: 14009: 14007: 14004: 14000: 13997: 13996: 13995: 13992: 13990: 13987: 13983: 13982:loss function 13980: 13979: 13978: 13975: 13971: 13968: 13966: 13963: 13961: 13958: 13957: 13956: 13953: 13951: 13948: 13946: 13943: 13939: 13936: 13934: 13931: 13929: 13923: 13920: 13919: 13918: 13915: 13911: 13908: 13906: 13903: 13901: 13898: 13897: 13896: 13893: 13889: 13886: 13884: 13881: 13880: 13879: 13876: 13872: 13869: 13868: 13867: 13864: 13860: 13857: 13856: 13855: 13852: 13850: 13847: 13845: 13842: 13840: 13837: 13836: 13834: 13832: 13828: 13824: 13820: 13815: 13811: 13797: 13794: 13792: 13789: 13787: 13784: 13782: 13779: 13778: 13776: 13774: 13770: 13764: 13761: 13759: 13756: 13754: 13751: 13750: 13748: 13744: 13738: 13735: 13733: 13730: 13728: 13725: 13723: 13720: 13718: 13715: 13713: 13710: 13708: 13705: 13704: 13702: 13700: 13696: 13690: 13687: 13685: 13684:Questionnaire 13682: 13680: 13677: 13673: 13670: 13668: 13665: 13664: 13663: 13660: 13659: 13657: 13655: 13651: 13645: 13642: 13640: 13637: 13635: 13632: 13630: 13627: 13625: 13622: 13620: 13617: 13615: 13612: 13610: 13607: 13606: 13604: 13602: 13598: 13594: 13590: 13585: 13581: 13567: 13564: 13562: 13559: 13557: 13554: 13552: 13549: 13547: 13544: 13542: 13539: 13537: 13534: 13532: 13529: 13527: 13524: 13522: 13519: 13517: 13514: 13512: 13511:Control chart 13509: 13507: 13504: 13502: 13499: 13497: 13494: 13493: 13491: 13489: 13485: 13479: 13476: 13472: 13469: 13467: 13464: 13463: 13462: 13459: 13457: 13454: 13452: 13449: 13448: 13446: 13444: 13440: 13434: 13431: 13429: 13426: 13424: 13421: 13420: 13418: 13414: 13408: 13405: 13404: 13402: 13400: 13396: 13384: 13381: 13379: 13376: 13374: 13371: 13370: 13369: 13366: 13364: 13361: 13360: 13358: 13356: 13352: 13346: 13343: 13341: 13338: 13336: 13333: 13331: 13328: 13326: 13323: 13321: 13318: 13316: 13313: 13312: 13310: 13308: 13304: 13298: 13295: 13293: 13290: 13286: 13283: 13281: 13278: 13276: 13273: 13271: 13268: 13266: 13263: 13261: 13258: 13256: 13253: 13251: 13248: 13246: 13243: 13241: 13238: 13237: 13236: 13233: 13232: 13230: 13228: 13224: 13221: 13219: 13215: 13211: 13207: 13202: 13198: 13192: 13189: 13187: 13184: 13183: 13180: 13176: 13169: 13164: 13162: 13157: 13155: 13150: 13149: 13146: 13138: 13134: 13130: 13128: 13125: 13124: 13114: 13108: 13104: 13100: 13096: 13092: 13088: 13084: 13082:0-412-04411-0 13078: 13073: 13072: 13065: 13061: 13055: 13051: 13046: 13042: 13040:0-19-852359-9 13036: 13032: 13028: 13023: 13018: 13013: 13008: 13003: 12999: 12995: 12991: 12986: 12982: 12980:0-521-36697-6 12976: 12972: 12968: 12964: 12960: 12956: 12954:0-8018-4443-6 12950: 12946: 12942: 12938: 12934: 12930: 12924: 12920: 12916: 12912: 12907: 12903: 12901:0-412-60650-X 12897: 12893: 12888: 12887: 12874: 12870: 12863: 12855: 12851: 12844: 12836: 12832: 12828: 12822: 12815: 12813:9781118341544 12809: 12805: 12801: 12797: 12790: 12783: 12777: 12775: 12773: 12771: 12763: 12757: 12755: 12753: 12751: 12743: 12737: 12735: 12733: 12731: 12729: 12721: 12718:H. Jeffreys: 12715: 12713: 12711: 12709: 12701: 12695: 12693: 12691: 12689: 12680: 12676: 12669: 12661: 12657: 12650: 12641: 12636: 12632: 12628: 12627: 12619: 12611: 12607: 12603: 12599: 12595: 12591: 12584: 12576: 12572: 12565: 12557: 12553: 12549: 12545: 12540: 12535: 12530: 12525: 12521: 12517: 12513: 12509: 12505: 12501: 12495: 12487: 12483: 12479: 12473: 12465: 12461: 12456: 12451: 12447: 12443: 12442: 12437: 12433: 12427: 12420: 12419: 12412: 12404: 12400: 12393: 12385: 12381: 12377: 12373: 12372: 12364: 12356: 12352: 12348: 12344: 12337: 12329: 12325: 12321: 12317: 12310: 12302: 12298: 12294: 12290: 12289: 12281: 12273: 12271:0-8018-4443-6 12267: 12263: 12259: 12255: 12249: 12247: 12238: 12237: 12232: 12225: 12217: 12215:0-471-82668-5 12211: 12207: 12206: 12198: 12190: 12186: 12182: 12178: 12174: 12170: 12169: 12164: 12158: 12150: 12146: 12142: 12138: 12131: 12123: 12119: 12115: 12111: 12107: 12103: 12102: 12094: 12086: 12084:0-387-90777-7 12080: 12076: 12072: 12066: 12058: 12052: 12048: 12047: 12039: 12031: 12029:0-86094-190-6 12025: 12021: 12017: 12016: 12008: 12000: 11994: 11990: 11986: 11979: 11971: 11965: 11961: 11957: 11950: 11942: 11936: 11932: 11927: 11926: 11920: 11916: 11910: 11895: 11891: 11884: 11876: 11872: 11865: 11856: 11852: 11851: 11843: 11841: 11832:, p. 267 11831: 11827: 11820: 11818: 11816: 11806: 11799: 11792: 11788: 11782: 11775: 11769: 11767: 11765: 11756: 11754:9780412606502 11750: 11746: 11742: 11741: 11733: 11724: 11720: 11714: 11712: 11710: 11708: 11699: 11695: 11691: 11687: 11686: 11678: 11670: 11668:0-444-88376-2 11664: 11660: 11653: 11645: 11641: 11637: 11633: 11626: 11618: 11614: 11610: 11606: 11599: 11591: 11589:0-471-09077-8 11585: 11581: 11574: 11566: 11562: 11558: 11554: 11550: 11546: 11545: 11537: 11529: 11525: 11521: 11517: 11513: 11509: 11502: 11494: 11490: 11485: 11480: 11476: 11472: 11471: 11466: 11459: 11451: 11449:0-521-40551-3 11445: 11441: 11440: 11435: 11429: 11421: 11414: 11406: 11402: 11398: 11392: 11384: 11382:0-471-98165-6 11378: 11374: 11367: 11359: 11357:0-387-98502-6 11353: 11349: 11342: 11334: 11328: 11324: 11317: 11309: 11307:0-534-24312-6 11303: 11299: 11292: 11288: 11275: 11269: 11265: 11254: 11251: 11249: 11246: 11244: 11241: 11239: 11236: 11234: 11231: 11229: 11226: 11224: 11221: 11219: 11216: 11214: 11211: 11209: 11206: 11204: 11201: 11200: 11193: 11191: 11187: 11176: 11167: 11163: 11160:This section 11158: 11155: 11151: 11150: 11142: 11138: 11135: 11131: 11124: 11117: 11113: 11107: 11105: 11104:χ distributed 11100: 11096: 11092: 11088: 11087: 11081: 11079: 11075: 11068: 11061: 11057: 11046: 11043: 11035: 11025: 11021: 11015: 11014: 11008: 11003: 10994: 10993: 10985: 10983: 10970: 10950: 10928: 10908: 10900: 10896: 10892: 10888: 10883: 10879: 10875: 10871: 10867: 10851: 10842: 10838: 10834: 10831: 10827: 10826: 10818: 10816: 10812: 10811:likelihoodism 10808: 10804: 10800: 10790: 10788: 10787:phylogenetics 10784: 10780: 10776: 10774: 10768: 10763: 10759: 10754: 10752: 10748: 10747:Ronald Fisher 10744: 10740: 10734: 10730: 10715: 10713: 10694: 10690: 10684: 10679: 10676: 10673: 10669: 10663: 10660: 10655: 10646: 10619: 10616: 10604: 10591: 10581: 10576: 10571: 10565: 10562: 10551: 10537: 10528: 10511: 10506: 10502: 10496: 10491: 10488: 10485: 10481: 10477: 10472: 10468: 10465: 10459: 10453: 10440: 10436: 10432: 10429: 10426: 10423: 10410: 10407: 10398: 10395: 10392: 10386: 10373: 10369: 10365: 10362: 10359: 10356: 10343: 10340: 10327: 10317: 10304: 10300: 10296: 10293: 10290: 10285: 10281: 10277: 10274: 10271: 10268: 10255: 10252: 10233: 10217: 10213: 10209: 10206: 10203: 10198: 10194: 10184: 10171: 10168: 10165: 10160: 10157: 10152: 10146: 10135: 10132: 10129: 10126: 10123: 10110: 10107: 10093: 10079: 10071: 10066: 10052: 10049: 10046: 10043: 10040: 10037: 10034: 10028: 10025: 10022: 10016: 10010: 10001: 9998: 9995: 9992: 9989: 9986: 9983: 9980: 9974: 9971: 9968: 9965: 9962: 9949: 9946: 9938: 9924: 9904: 9895: 9882: 9877: 9874: 9871: 9867: 9861: 9858: 9855: 9851: 9841: 9829: 9825: 9819: 9813: 9810: 9807: 9804: 9801: 9783: 9769: 9749: 9741: 9731: 9728: 9722: 9692: 9682: 9661: 9644: 9613: 9600: 9586: 9583: 9574: 9563: 9552: 9546: 9543: 9532: 9524: 9522: 9503: 9497: 9455: 9442: 9436: 9430: 9427: 9424: 9421: 9407: 9404: 9395: 9384: 9362: 9356: 9353: 9342: 9334: 9331: 9318: 9297: 9294: 9285: 9274: 9245: 9242: 9236: 9230: 9227: 9216: 9213: 9207: 9199: 9197: 9196:inner product 9178: 9175: 9172: 9160: 9158: 9154: 9150: 9144: 9134: 9132: 9128: 9106: 9094: 9092: 9074: 9070: 9060: 9054: 9044: 9032: 9031:almost surely 9011: 9003: 8993: 8981: 8977: 8955: 8950: 8940: 8933: 8912: 8879: 8876: 8871: 8867: 8863: 8858: 8848: 8814: 8810: 8792: 8789: 8784: 8780: 8771: 8747: 8744:-dimensional 8725: 8690: 8680: 8675: 8672: 8667: 8663: 8655: 8612: 8606: 8598: 8594: 8585: 8580: 8578: 8574: 8570: 8566: 8547: 8539: 8535: 8529: 8521: 8515: 8507: 8503: 8494: 8490: 8486: 8476: 8474: 8470: 8466: 8462: 8457: 8455: 8451: 8446: 8444: 8440: 8436: 8432: 8428: 8427:support curve 8424: 8414: 8411: 8398: 8392: 8386: 8383: 8377: 8371: 8368: 8362: 8349: 8346: 8343: 8337: 8324: 8321: 8318: 8309: 8291: 8275: 8272: 8263: 8261: 8257: 8253: 8249: 8244: 8239: 8237: 8233: 8229: 8225: 8221: 8218:—notably the 8217: 8213: 8209: 8180: 8161: 8150: 8145: 8140: 8130: 8128: 8124: 8123:uniform prior 8119: 8117: 8113: 8108: 8094: 8086: 8082: 8078: 8075: 8066: 8058: 8054: 8050: 8047: 8038: 8030: 8026: 8022: 8017: 8013: 8009: 8006: 7992: 7989: 7979: 7977: 7967: 7965: 7961: 7954: 7944: 7942: 7938: 7933: 7931: 7921: 7919: 7915: 7911: 7893: 7889: 7880: 7877: 7859: 7855: 7845: 7843: 7825: 7810: 7785: 7773: 7770: 7765: 7759: 7740: 7729: 7722: 7712: 7707: 7674: 7668: 7658: 7649: 7636: 7624: 7621: 7616: 7610: 7599: 7593: 7583: 7574: 7561: 7550: 7545: 7540: 7530: 7504: 7500: 7478: 7472: 7468: 7462: 7452: 7443: 7430: 7418: 7415: 7410: 7404: 7385: 7374: 7369: 7361: 7357: 7348: 7344: 7321: 7317: 7295: 7289: 7279: 7274: 7263: 7259: 7247: 7246:design matrix 7230: 7224: 7220: 7216: 7211: 7207: 7202: 7198: 7195: 7187: 7171: 7168: 7165: 7157: 7144: 7139: 7137: 7120: 7115: 7110: 7105: 7099: 7089: 7082: 7077: 7067: 7042: 7036: 7031: 7026: 7021: 7016: 7010: 7006: 7002: 6980: 6964: 6962: 6958: 6948: 6942: 6938: 6925: 6923: 6919: 6915: 6911: 6907: 6902: 6900: 6896: 6883: 6870: 6866: 6860: 6857: 6852: 6846: 6840: 6837: 6834: 6830: 6821: 6815: 6804: 6794: 6771: 6738: 6729: 6726: 6717: 6696: 6693: 6690: 6674: 6668: 6662: 6650: 6628: 6595: 6580: 6574: 6564: 6562: 6558: 6554: 6549: 6546: 6533: 6527: 6524: 6519: 6515: 6511: 6506: 6502: 6492: 6484: 6480: 6476: 6471: 6467: 6460: 6457: 6451: 6448: 6443: 6439: 6435: 6430: 6426: 6419: 6411: 6393: 6367: 6363: 6336: 6332: 6321: 6317: 6313: 6309: 6305: 6300: 6298: 6294: 6290: 6286: 6282: 6278: 6274: 6270: 6265: 6263: 6262: 6257: 6252: 6239: 6230: 6227: 6222: 6218: 6199: 6196: 6191: 6187: 6170: 6164: 6161: 6156: 6152: 6148: 6143: 6139: 6124: 6117: 6113: 6102: 6092: 6090: 6086: 6081: 6077: 6075: 6057: 6050: 6038: 6028: 6012: 6001: 5990: 5986: 5977: 5974: 5971: 5954: 5950: 5941: 5938: 5935: 5916: 5912: 5908: 5902: 5886: 5882: 5866: 5859: 5856: 5853: 5850: 5839: 5831: 5828: 5825: 5821: 5807: 5803: 5794:is such that 5781: 5758: 5750: 5747: 5744: 5740: 5736: 5732: 5724: 5720: 5710: 5706: 5696: 5692: 5683: 5678: 5667: 5662: 5655: 5647: 5644: 5640: 5636: 5632: 5624: 5620: 5610: 5606: 5597: 5592: 5581: 5576: 5569: 5561: 5557: 5553: 5549: 5541: 5537: 5528: 5519: 5494: 5491: 5470: 5462: 5445: 5442: 5439: 5436: 5433: 5430: 5427: 5424: 5421: 5418: 5415: 5412: 5409: 5382: 5378: 5368: 5364: 5354: 5350: 5341: 5338: 5335: 5330: 5318: 5309: 5305: 5296: 5292: 5283: 5280: 5277: 5272: 5260: 5251: 5247: 5238: 5235: 5232: 5207: 5200: 5197: 5176: 5169: 5164: 5159: 5157: 5153: 5115: 5111: 5108: 5102: 5096: 5082: 5057: 5041: 5014: 5008: 5005: 5002: 4997: 4986: 4982: 4972: 4961: 4956: 4953: 4925: 4922: 4913: 4886: 4882: 4871: 4865: 4862: 4859: 4856: 4853: 4850: 4847: 4842: 4831: 4827: 4817: 4813: 4803: 4798: 4785: 4780: 4774: 4759: 4740: 4731: 4708: 4702: 4687: 4684: 4655: 4653: 4648: 4644: 4640: 4633: 4625: 4611: 4591: 4581: 4567: 4547: 4527: 4507: 4501: 4493: 4489: 4485: 4479: 4476: 4473: 4442: 4422: 4399: 4396: 4393: 4387: 4364: 4356: 4352: 4336: 4334: 4329: 4326: 4322: 4318: 4308: 4292: 4288: 4265: 4261: 4240: 4234: 4231: 4226: 4222: 4215: 4212: 4207: 4179: 4171: 4167: 4163: 4160: 4147: 4142: 4108: 4091: 4085: 4082: 4077: 4073: 4066: 4063: 4058: 4030: 4026: 4022: 4019: 4012: 4009: 4006: 4000: 3995: 3992: 3987: 3983: 3975: 3971: 3966: 3960: 3957: 3948: 3944: 3937: 3928: 3924: 3919: 3887: 3879: 3869: 3866: 3861: 3857: 3853: 3848: 3844: 3837: 3834: 3831: 3828: 3811: 3807: 3800: 3791: 3787: 3782: 3754: 3746: 3742: 3738: 3735: 3722: 3717: 3678: 3665: 3659: 3656: 3651: 3647: 3640: 3637: 3634: 3631: 3624: 3621: 3618: 3612: 3607: 3604: 3599: 3595: 3587: 3583: 3578: 3572: 3569: 3560: 3556: 3549: 3536: 3531: 3518: 3515: 3512: 3505: 3502: 3499: 3493: 3488: 3485: 3480: 3476: 3468: 3464: 3459: 3453: 3450: 3445: 3440: 3412: 3403: 3400: 3395: 3391: 3387: 3382: 3378: 3371: 3368: 3365: 3362: 3349: 3344: 3311: 3294: 3291: 3288: 3282: 3273: 3260: 3257: 3254: 3247: 3244: 3241: 3235: 3230: 3227: 3222: 3218: 3210: 3206: 3201: 3195: 3192: 3187: 3182: 3154: 3148: 3145: 3142: 3139: 3134: 3130: 3126: 3123: 3120: 3115: 3111: 3099: 3096: 3091: 3086: 3058: 3049: 3046: 3041: 3037: 3033: 3028: 3024: 3017: 3014: 3011: 3008: 2993: 2990: 2985: 2980: 2935: 2915: 2906: 2903: 2898: 2894: 2890: 2885: 2881: 2874: 2871: 2868: 2865: 2850: 2847: 2842: 2837: 2809: 2800: 2797: 2792: 2788: 2784: 2779: 2775: 2768: 2765: 2762: 2759: 2746: 2741: 2690: 2687: 2682: 2678: 2674: 2669: 2665: 2658: 2655: 2652: 2649: 2619: 2616: 2613: 2599:{\textstyle } 2590: 2587: 2582: 2578: 2574: 2569: 2565: 2539: 2535: 2526: 2516: 2502: 2499: 2496: 2476: 2456: 2412: 2409: 2406: 2399: 2383: 2375: 2359: 2350: 2337: 2331: 2323: 2319: 2315: 2309: 2306: 2303: 2285: 2271: 2251: 2231: 2224: 2220: 2217:following an 2216: 2200: 2186: 2142: 2132: 2119: 2116: 2105: 2102: 2099: 2090: 2071: 2068: 2055: 2052: 2047: 2043: 2039: 2033: 2030: 2021: 2017: 2006: 1998: 1984: 1981: 1972: 1962: 1937: 1914: 1911: 1902: 1895: 1887: 1871: 1868: 1862: 1859: 1856: 1853: 1850: 1841: 1834: 1825: 1812: 1809: 1798: 1795: 1792: 1783: 1764: 1750: 1747: 1738: 1728: 1715: 1712: 1707: 1703: 1699: 1693: 1690: 1681: 1677: 1666: 1658: 1656: 1651: 1637: 1634: 1625: 1616: 1594: 1567: 1533: 1529: 1526: 1518: 1509: 1499: 1478: 1469: 1459: 1450: 1436: 1416: 1393: 1390: 1387: 1381: 1358: 1355: 1352: 1322: 1314: 1298: 1278: 1258: 1248: 1244: 1240: 1236: 1229: 1225: 1221: 1217: 1197: 1177: 1157: 1137: 1117: 1110: 1106: 1090: 1081: 1068: 1062: 1059: 1056: 1048: 1044: 1040: 1034: 1026: 1022: 1018: 1012: 1009: 1006: 988: 974: 954: 947: 943: 927: 913: 911: 895: 892: 889: 869: 861: 856: 854: 838: 815: 812: 809: 803: 780: 777: 774: 768: 745: 742: 739: 733: 725: 709: 689: 669: 649: 626: 623: 620: 614: 605: 592: 586: 583: 580: 550: 544: 541: 538: 532: 526: 506: 486: 477: 464: 458: 455: 452: 446: 440: 432: 430: 427: 411: 397: 395: 391: 387: 383: 378: 376: 372: 368: 364: 360: 356: 351: 349: 345: 341: 337: 336:observed data 333: 329: 325: 313: 308: 306: 301: 299: 294: 293: 291: 290: 285: 280: 275: 274: 273: 272: 267: 264: 262: 259: 257: 254: 253: 252: 251: 247: 246: 241: 238: 236: 233: 232: 231: 230: 226: 225: 220: 217: 215: 212: 210: 207: 206: 205: 204: 200: 199: 194: 191: 189: 186: 184: 181: 179: 176: 174: 171: 170: 169: 168: 164: 163: 158: 155: 153: 150: 148: 145: 143: 140: 139: 138: 137: 133: 132: 127: 124: 122: 119: 117: 114: 112: 109: 107: 106:Cox's theorem 104: 102: 99: 97: 94: 92: 89: 87: 84: 82: 79: 78: 77: 76: 72: 71: 68: 64: 60: 56: 53: 52: 48: 44: 43: 40: 37: 36: 32: 31: 19: 15456: 15444: 15425: 15418: 15330:Econometrics 15280: / 15263:Chemometrics 15240:Epidemiology 15233: / 15206:Applications 15048:ARIMA model 14995:Q-statistic 14944:Stationarity 14840:Multivariate 14783: / 14779: / 14777:Multivariate 14775: / 14715: / 14711: / 14485:Bayes factor 14384:Signed rank 14296: 14270: 14262: 14250: 13945:Completeness 13921: 13781:Cohort study 13679:Opinion poll 13614:Missing data 13601:Study design 13556:Scatter plot 13478:Scatter plot 13471:Spearman's ρ 13433:Grouped data 13136: 13098: 13070: 13049: 13030: 13027:"Likelihood" 13017:10419/258120 12997: 12993: 12970: 12940: 12910: 12891: 12868: 12862: 12849: 12843: 12834: 12821: 12795: 12789: 12781: 12761: 12741: 12719: 12699: 12698:I. J. Good: 12674: 12668: 12655: 12649: 12630: 12624: 12618: 12593: 12589: 12583: 12570: 12564: 12511: 12507: 12500:Fisher, R.A. 12494: 12485: 12481: 12478:Fisher, R.A. 12472: 12445: 12439: 12426: 12416: 12411: 12398: 12392: 12375: 12369: 12363: 12346: 12342: 12336: 12319: 12315: 12309: 12292: 12286: 12280: 12257: 12234: 12224: 12204: 12197: 12172: 12166: 12157: 12140: 12139:. Series A. 12136: 12130: 12108:(1): 87–94. 12105: 12099: 12093: 12074: 12065: 12045: 12038: 12014: 12007: 11988: 11978: 11959: 11949: 11924: 11909: 11898:. Retrieved 11883: 11870: 11864: 11857:(2): 256–262 11854: 11848: 11825: 11804: 11798: 11786: 11781: 11773: 11739: 11732: 11722: 11689: 11683: 11677: 11658: 11652: 11635: 11631: 11625: 11608: 11604: 11598: 11579: 11573: 11548: 11542: 11536: 11511: 11508:Optimization 11507: 11501: 11474: 11468: 11458: 11438: 11428: 11419: 11413: 11400: 11391: 11372: 11366: 11347: 11341: 11322: 11316: 11297: 11291: 11268: 11203:Bayes factor 11183: 11170: 11166:adding to it 11161: 11139: 11122: 11115: 11108: 11094: 11085: 11084: 11082: 11073: 11066: 11059: 11053: 11038: 11029: 11010: 10942: 10886: 10863: 10845: 10841:adding to it 10836: 10796: 10782: 10777: 10770: 10765: 10761: 10756: 10736: 10605: 10552: 10529: 10234: 10185: 10094: 10067: 9939: 9896: 9784: 9737: 9726: 9720: 9614: 9525: 9456: 9335: 9332: 9200: 9161: 9146: 9095: 8809:well-defined 8581: 8577:product rule 8495:and written 8482: 8458: 8447: 8434: 8426: 8420: 8412: 8264: 8251: 8240: 8236:maximization 8178: 8148: 8143: 8142: 8120: 8109: 7985: 7973: 7960:mixed models 7956: 7934: 7927: 7909: 7846: 7140: 6970: 6954: 6926: 6903: 6898: 6884: 6822: 6810: 6802: 6800: 6648: 6576: 6550: 6547: 6409: 6319: 6308:Bayes factor 6301: 6266: 6259: 6253: 6122: 6120: 6082: 6078: 5160: 5152:Morse theory 4656: 4631: 4584:observation 4582: 4342: 4330: 4314: 4109: 3679: 3532: 3312: 3274: 2522: 2396:, given the 2373: 2351: 2286: 2192: 2133: 2072: 2069: 1999: 1963: 1826: 1765: 1729: 1659: 1652: 1558: 1312: 1246: 1242: 1238: 1234: 1227: 1223: 1219: 1215: 1107:, given the 1104: 1082: 989: 919: 859: 857: 606: 478: 433: 403: 385: 379: 352: 327: 323: 321: 256:Bayes factor 58: 15486:Mathematics 15458:WikiProject 15373:Cartography 15335:Jurimetrics 15287:Reliability 15018:Time domain 14997:(Ljung–Box) 14919:Time-series 14797:Categorical 14781:Time-series 14773:Categorical 14708:(Bernoulli) 14543:Correlation 14523:Correlation 14319:Jarque–Bera 14291:Chi-squared 14053:M-estimator 14006:Asymptotics 13950:Sufficiency 13717:Interaction 13629:Replication 13609:Effect size 13566:Violin plot 13546:Radar chart 13526:Forest plot 13516:Correlogram 13466:Kendall's τ 11024:introducing 10891:Bayes' Rule 10887:probability 10807:Bayesianism 10803:frequentism 10712:sample mean 9125:, known as 7988:independent 7186:partitioned 6312:Bayes' rule 6291:at a given 5163:consistency 4110:Therefore, 394:Bayes' rule 15502:Likelihood 15496:Categories 15325:Demography 15043:ARMA model 14848:Regression 14425:(Friedman) 14386:(Wilcoxon) 14324:Normality 14314:Lilliefors 14261:Student's 14137:Resampling 14011:Robustness 13999:divergence 13989:Efficiency 13927:(monotone) 13922:Likelihood 13839:Population 13672:Stratified 13624:Population 13443:Dependence 13399:Count data 13330:Percentile 13307:Dispersion 13240:Arithmetic 13175:Statistics 12963:King, Gary 12941:Likelihood 12827:Akaike, H. 12633:(3): 161. 12548:48.1280.02 12539:2440/15172 12371:Biometrika 12258:Likelihood 12168:Biometrika 12163:Cox, D. R. 11900:2017-10-01 11807:, Springer 11725:, Springer 11544:Biometrika 11283:References 11184:Under the 11173:March 2019 11032:April 2019 11007:references 10848:March 2019 10727:See also: 8969:such that 8573:derivative 8431:univariate 8222:—are only 8137:See also: 6571:See also: 6099:See also: 5168:almost all 4914:for every 4688:subset of 4643:continuous 4311:In general 3533:The first 2425:). Again, 400:Definition 328:likelihood 201:Estimators 73:Background 59:Likelihood 14706:Logistic 14473:posterior 14399:Rank sum 14147:Jackknife 14142:Bootstrap 13960:Bootstrap 13895:Parameter 13844:Statistic 13639:Statistic 13551:Run chart 13536:Pie chart 13531:Histogram 13521:Fan chart 13496:Bar chart 13378:L-moments 13265:Geometric 13000:(2): 31. 12939:(1992) . 12854:D. Reidel 12256:(1992) . 11793:(§4.1.2). 11758:(§1.4.2). 11132:given by 11056:statistic 10815:AIC-based 10670:∑ 10650:¯ 10620:^ 10617:β 10585:¯ 10577:α 10566:^ 10563:β 10538:β 10482:∑ 10478:− 10473:β 10469:α 10454:β 10451:∂ 10433:∣ 10430:β 10424:α 10411:⁡ 10405:∂ 10396:⋯ 10387:β 10384:∂ 10366:∣ 10363:β 10357:α 10344:⁡ 10338:∂ 10318:β 10315:∂ 10294:… 10278:∣ 10275:β 10269:α 10256:⁡ 10250:∂ 10207:… 10166:− 10161:β 10158:α 10147:β 10144:∂ 10133:∣ 10130:β 10124:α 10111:⁡ 10105:∂ 10080:β 10047:β 10044:− 10038:⁡ 10026:− 10023:α 10011:α 10005:Γ 10002:⁡ 9996:− 9993:β 9990:⁡ 9984:α 9972:∣ 9969:β 9963:α 9950:⁡ 9905:β 9875:β 9872:− 9859:− 9856:α 9842:α 9836:Γ 9830:α 9826:β 9811:∣ 9808:β 9802:α 9770:β 9750:α 9700:η 9626:η 9594:η 9584:− 9581:⟩ 9560:η 9556:⟨ 9544:∣ 9540:η 9533:ℓ 9474:θ 9466:η 9428:⁡ 9415:θ 9405:− 9402:⟩ 9378:θ 9370:η 9366:⟨ 9354:∣ 9350:θ 9343:ℓ 9305:θ 9295:− 9292:⟩ 9268:θ 9260:η 9256:⟨ 9246:⁡ 9221:θ 9217:∣ 9182:⟩ 9179:− 9173:− 9170:⟨ 9131:precision 9110:^ 9107:θ 9071:θ 9048:^ 9045:θ 8997:^ 8994:θ 8944:^ 8941:θ 8913:θ 8877:− 8852:^ 8849:θ 8790:− 8756:Θ 8699:Θ 8696:→ 8673:− 8607:θ 8548:θ 8536:ℓ 8530:θ 8526:∇ 8522:≡ 8516:θ 8437:over the 8387:ℓ 8384:− 8372:ℓ 8350:⁡ 8344:− 8325:⁡ 8276:⁡ 8260:surprisal 8228:concavity 8162:ℓ 8079:∣ 8070:Λ 8067:⋅ 8051:∣ 8042:Λ 8023:∧ 8010:∣ 8001:Λ 7890:β 7876:isometric 7856:β 7771:− 7659:− 7622:− 7584:− 7534:^ 7531:β 7501:β 7469:β 7453:− 7416:− 7358:β 7345:β 7318:β 7221:β 7208:β 7196:β 7166:β 7111:θ 7093:^ 7090:θ 7071:^ 7068:θ 7032:θ 7017:θ 7003:θ 6981:θ 6853:≥ 6847:θ 6835:θ 6775:^ 6772:θ 6727:∣ 6721:^ 6718:θ 6694:∣ 6691:θ 6669:θ 6632:^ 6629:θ 6599:^ 6596:θ 6525:∣ 6496:Λ 6493:⋅ 6449:∣ 6408:, is the 6320:posterior 6279:. By the 6228:∣ 6219:θ 6197:∣ 6188:θ 6162:∣ 6153:θ 6140:θ 6133:Λ 6051:θ 5987:θ 5983:∂ 5975:⁡ 5969:∂ 5951:θ 5947:∂ 5939:⁡ 5933:∂ 5925:∞ 5920:∞ 5917:− 5913:∫ 5903:θ 5863:∞ 5854:≤ 5816:∞ 5811:∞ 5808:− 5804:∫ 5721:θ 5717:∂ 5707:θ 5703:∂ 5693:θ 5689:∂ 5675:∂ 5621:θ 5617:∂ 5607:θ 5603:∂ 5589:∂ 5538:θ 5534:∂ 5526:∂ 5498:Θ 5495:∈ 5492:θ 5440:… 5379:θ 5375:∂ 5365:θ 5361:∂ 5351:θ 5347:∂ 5339:⁡ 5327:∂ 5306:θ 5302:∂ 5293:θ 5289:∂ 5281:⁡ 5269:∂ 5248:θ 5244:∂ 5236:⁡ 5230:∂ 5204:Θ 5201:∈ 5198:θ 5137:Θ 5103:θ 5092:Θ 5089:∂ 5086:→ 5083:θ 5054:Θ 5051:∂ 4983:θ 4979:∂ 4970:∂ 4957:≡ 4951:∇ 4929:Θ 4926:∈ 4923:θ 4828:θ 4824:∂ 4814:θ 4810:∂ 4795:∂ 4781:≡ 4775:θ 4744:Θ 4741:∈ 4735:^ 4732:θ 4686:connected 4669:Θ 4652:concavity 4612:θ 4502:θ 4477:∣ 4474:θ 4400:θ 4397:∣ 4365:θ 4235:θ 4232:∣ 4213:⁡ 4208:θ 4164:∣ 4161:θ 4148:⁡ 4143:θ 4086:θ 4083:∣ 4064:⁡ 4059:θ 4013:θ 4010:∣ 3967:∫ 3941:→ 3925:⁡ 3920:θ 3838:∈ 3832:∣ 3829:θ 3804:→ 3788:⁡ 3783:θ 3739:∣ 3736:θ 3723:⁡ 3718:θ 3660:θ 3657:∣ 3625:θ 3622:∣ 3579:∫ 3553:→ 3506:θ 3503:∣ 3460:∫ 3446:⁡ 3441:θ 3372:∈ 3366:∣ 3363:θ 3350:⁡ 3345:θ 3295:θ 3292:∣ 3248:θ 3245:∣ 3202:∫ 3188:⁡ 3183:θ 3149:θ 3146:∣ 3127:≤ 3121:≤ 3092:⁡ 3087:θ 3018:∈ 3012:∣ 3009:θ 2986:⁡ 2981:θ 2875:∈ 2869:∣ 2866:θ 2843:⁡ 2838:θ 2769:∈ 2763:∣ 2760:θ 2747:⁡ 2742:θ 2659:∈ 2653:∣ 2650:θ 2477:θ 2457:θ 2384:θ 2372:, is the 2360:θ 2324:θ 2307:∣ 2304:θ 2272:θ 2106:∣ 2018:∣ 1857:∣ 1799:∣ 1678:∣ 1615:fair coin 1530:− 1417:θ 1391:∣ 1388:θ 1356:∣ 1353:θ 1323:θ 1279:θ 1198:θ 1103:, is the 1091:θ 1049:θ 1027:θ 1010:∣ 1007:θ 975:θ 870:θ 839:θ 816:θ 781:θ 746:θ 743:∣ 690:θ 670:θ 627:θ 624:∣ 584:∣ 581:θ 545:θ 542:∣ 530:↦ 527:θ 459:θ 456:∣ 444:↦ 412:θ 375:precision 340:parameter 334:explains 101:Coherence 55:Posterior 15420:Category 15113:Survival 14990:Johansen 14713:Binomial 14668:Isotonic 14255:(normal) 13900:location 13707:Blocking 13662:Sampling 13541:Q–Q plot 13506:Box plot 13488:Graphics 13383:Skewness 13373:Kurtosis 13345:Variance 13275:Heronian 13270:Harmonic 13137:Statlect 12965:(1989). 12833:(eds.). 12502:(1922). 12434:(1999). 12432:Hald, A. 12149:25049882 11917:(1985). 11721:(1985), 11528:15896597 11399:(1995). 11196:See also 11095:post-hoc 11072:, where 10743:function 9641:and the 9194:for the 9061:→ 8711:, where 8489:gradient 8429:(in the 6895:interval 6285:powerful 5040:boundary 2606:, where 1311:; it is 386:converse 67:Evidence 15446:Commons 15393:Kriging 15278:Process 15235:studies 15094:Wavelet 14927:General 14094:Plug-in 13888:L space 13667:Cluster 13368:Moments 13186:Outline 12598:Bibcode 12516:Bibcode 12488:: 3–32. 12464:2676741 12421:(2007). 12189:0400509 12122:2347496 11931:125–127 11809:(§2.1). 11727:(§9.3). 11565:2333005 11493:2240844 11020:improve 10710:is the 9716:⁠ 9685:⁠ 9677:⁠ 9646:⁠ 9639:⁠ 9617:⁠ 8740:is the 8652:of the 8230:of the 8174:⁠ 8154:⁠ 7879:profile 7807:is the 6972:vector 6647:. The 6406:⁠ 6386:⁠ 6382:⁠ 6355:⁠ 6351:⁠ 6324:⁠ 4756:if the 4647:compact 4634:assumed 2398:outcome 1453:Example 1109:outcome 346:of the 15472:Portal 15315:Census 14905:Normal 14853:Manova 14673:Robust 14423:2-way 14415:1-way 14253:-test 13924:  13501:Biplot 13292:Median 13285:Lehmer 13227:Center 13109:  13079:  13056:  13037:  12977:  12951:  12925:  12898:  12810:  12554:  12546:  12482:Metron 12462:  12268:  12212:  12187:  12147:  12120:  12081:  12053:  12026:  11995:  11966:  11937:  11751:  11665:  11586:  11563:  11526:  11491:  11446:  11379:  11354:  11329:  11304:  11009:, but 10963:given 10813:, and 9033:, and 8815:about 8811:in an 8748:, and 8487:, its 8485:smooth 8252:adds", 8226:, and 7991:events 7693:where 6258:: the 6005:  5999:  5963:  5774:where 5070:i.e., 4520:where 4319:, the 3275:where 2928:since 2070:Hence 1655:i.i.d. 1211:  479:where 357:, the 14939:Trend 14468:prior 14410:anova 14299:-test 14273:-test 14265:-test 14172:Power 14117:Pivot 13910:shape 13905:scale 13355:Shape 13335:Range 13280:Heinz 13255:Cubic 13191:Index 12994:Risks 12556:91208 12552:JSTOR 12460:JSTOR 12145:JSTOR 12118:JSTOR 12020:21–24 11830:Wiley 11561:JSTOR 11524:S2CID 11489:JSTOR 11260:Notes 10876:(see 10606:Here 8493:score 8461:score 8423:graph 8417:Graph 7188:into 6961:graph 6410:prior 6074:score 4645:on a 3680:Then 2221:with 2213:be a 2120:0.09. 2056:0.09. 1813:0.25. 1716:0.25. 944:with 702:with 662:with 63:Prior 15172:Test 14372:Sign 14224:Wald 13297:Mode 13235:Mean 13107:ISBN 13077:ISBN 13054:ISBN 13035:ISBN 12975:ISBN 12949:ISBN 12923:ISBN 12896:ISBN 12808:ISBN 12266:ISBN 12210:ISBN 12079:ISBN 12051:ISBN 12024:ISBN 11993:ISBN 11964:ISBN 11935:ISBN 11749:ISBN 11663:ISBN 11584:ISBN 11444:ISBN 11377:ISBN 11352:ISBN 11327:ISBN 11302:ISBN 11272:See 11121:... 11065:... 10731:and 9762:and 9738:The 9490:and 9457:The 8471:and 8421:The 6816:for 6353:and 6316:odds 6029:and 5860:< 5737:< 5637:< 5554:< 4683:open 2617:> 2376:(of 2193:Let 1930:and 1872:0.25 920:Let 14352:BIC 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8793:1 8785:n 8781:s 8742:d 8726:d 8721:E 8691:d 8686:E 8681:: 8676:1 8668:n 8664:s 8639:0 8617:0 8613:= 8610:) 8604:( 8599:n 8595:s 8551:) 8545:( 8540:n 8519:) 8513:( 8508:n 8504:s 8399:. 8396:) 8393:B 8390:( 8381:) 8378:A 8375:( 8369:= 8366:) 8363:B 8360:( 8355:L 8341:) 8338:A 8335:( 8330:L 8319:= 8313:) 8310:B 8307:( 8302:L 8295:) 8292:A 8289:( 8284:L 8192:L 8179:L 8149:l 8095:. 8092:) 8087:2 8083:X 8076:A 8073:( 8064:) 8059:1 8055:X 8048:A 8045:( 8039:= 8036:) 8031:2 8027:X 8018:1 8014:X 8007:A 8004:( 7894:1 7860:2 7826:2 7821:X 7792:T 7786:2 7781:X 7774:1 7766:) 7760:2 7755:X 7747:T 7741:2 7736:X 7730:( 7723:2 7718:X 7713:= 7708:2 7703:P 7680:y 7675:) 7669:2 7664:P 7655:I 7650:( 7643:T 7637:1 7632:X 7625:1 7617:) 7611:1 7606:X 7600:) 7594:2 7589:P 7580:I 7575:( 7568:T 7562:1 7557:X 7551:( 7546:= 7541:1 7505:1 7479:) 7473:1 7463:1 7458:X 7449:y 7444:( 7437:T 7431:2 7426:X 7419:1 7411:) 7405:2 7400:X 7392:T 7386:2 7381:X 7375:( 7370:= 7367:) 7362:1 7354:( 7349:2 7322:2 7296:] 7290:2 7285:X 7280:: 7275:1 7270:X 7264:[ 7260:= 7256:X 7231:] 7225:2 7217:: 7212:1 7203:[ 7199:= 7172:u 7169:+ 7162:X 7158:= 7154:y 7121:) 7116:1 7106:( 7100:2 7083:= 7078:2 7043:) 7037:2 7027:: 7022:1 7011:( 7007:= 6945:e 6933:θ 6929:θ 6891:p 6887:θ 6871:. 6867:} 6858:p 6850:) 6844:( 6841:R 6838:: 6831:{ 6818:θ 6812:p 6807:θ 6781:) 6766:( 6761:L 6739:. 6733:) 6730:x 6712:( 6707:L 6700:) 6697:x 6688:( 6683:L 6675:= 6672:) 6666:( 6663:R 6653:θ 6616:θ 6583:θ 6534:. 6531:) 6528:B 6520:2 6516:A 6512:: 6507:1 6503:A 6499:( 6490:) 6485:2 6481:A 6477:: 6472:1 6468:A 6464:( 6461:O 6458:= 6455:) 6452:B 6444:2 6440:A 6436:: 6431:1 6427:A 6423:( 6420:O 6394:B 6368:2 6364:A 6337:1 6333:A 6240:. 6234:) 6231:x 6223:2 6215:( 6210:L 6203:) 6200:x 6192:1 6184:( 6179:L 6171:= 6168:) 6165:x 6157:2 6149:: 6144:1 6136:( 6118:. 6058:| 6054:) 6048:( 6044:I 6039:| 6013:z 6009:d 6002:f 5991:s 5978:f 5955:r 5942:f 5909:= 5906:) 5900:( 5896:I 5867:. 5857:M 5851:z 5847:d 5843:) 5840:z 5837:( 5832:t 5829:s 5826:r 5822:H 5782:H 5762:) 5759:x 5756:( 5751:t 5748:s 5745:r 5741:H 5733:| 5725:t 5711:s 5697:r 5684:f 5679:3 5668:| 5663:, 5659:) 5656:x 5653:( 5648:s 5645:r 5641:F 5633:| 5625:s 5611:r 5598:f 5593:2 5582:| 5577:, 5573:) 5570:x 5567:( 5562:r 5558:F 5550:| 5542:r 5529:f 5520:| 5471:x 5446:k 5443:, 5437:, 5434:2 5431:, 5428:1 5425:= 5422:t 5419:, 5416:s 5413:, 5410:r 5383:t 5369:s 5355:r 5342:f 5331:3 5319:, 5310:s 5297:r 5284:f 5273:2 5261:, 5252:r 5239:f 5208:, 5177:x 5116:, 5112:0 5109:= 5106:) 5100:( 5097:L 5058:, 5020:i 5015:n 5009:1 5006:= 5003:i 4998:] 4987:i 4973:L 4962:[ 4954:L 4892:j 4887:n 4883:, 4877:i 4872:n 4866:1 4863:, 4860:1 4857:= 4854:j 4851:, 4848:i 4843:] 4832:j 4818:i 4804:L 4799:2 4786:[ 4778:) 4772:( 4768:H 4709:, 4703:k 4698:R 4659:k 4592:x 4568:x 4548:x 4528:k 4508:, 4505:) 4499:( 4494:k 4490:p 4486:= 4483:) 4480:x 4471:( 4466:L 4443:f 4423:p 4403:) 4394:x 4391:( 4388:f 4368:) 4362:( 4357:k 4353:p 4293:j 4289:x 4266:j 4262:x 4241:, 4238:) 4227:j 4223:x 4219:( 4216:f 4202:x 4199:a 4196:m 4192:g 4189:r 4186:a 4180:= 4177:) 4172:j 4168:x 4158:( 4153:L 4137:x 4134:a 4131:m 4127:g 4124:r 4121:a 4092:. 4089:) 4078:j 4074:x 4070:( 4067:f 4053:x 4050:a 4047:m 4043:g 4040:r 4037:a 4031:= 4027:] 4023:x 4020:d 4016:) 4007:x 4004:( 4001:f 3996:h 3993:+ 3988:j 3984:x 3976:j 3972:x 3961:h 3958:1 3949:+ 3945:0 3938:h 3929:[ 3914:x 3911:a 3908:m 3904:g 3901:r 3898:a 3888:= 3880:] 3876:) 3873:] 3870:h 3867:+ 3862:j 3858:x 3854:, 3849:j 3845:x 3841:[ 3835:x 3826:( 3821:L 3812:+ 3808:0 3801:h 3792:[ 3777:x 3774:a 3771:m 3767:g 3764:r 3761:a 3755:= 3752:) 3747:j 3743:x 3733:( 3728:L 3712:x 3709:a 3706:m 3702:g 3699:r 3696:a 3666:. 3663:) 3652:j 3648:x 3644:( 3641:f 3638:= 3635:x 3632:d 3628:) 3619:x 3616:( 3613:f 3608:h 3605:+ 3600:j 3596:x 3588:j 3584:x 3573:h 3570:1 3561:+ 3557:0 3550:h 3519:. 3516:x 3513:d 3509:) 3500:x 3497:( 3494:f 3489:h 3486:+ 3481:j 3477:x 3469:j 3465:x 3454:h 3451:1 3435:x 3432:a 3429:m 3425:g 3422:r 3419:a 3413:= 3410:) 3407:] 3404:h 3401:+ 3396:j 3392:x 3388:, 3383:j 3379:x 3375:[ 3369:x 3360:( 3355:L 3339:x 3336:a 3333:m 3329:g 3326:r 3323:a 3298:) 3289:x 3286:( 3283:f 3261:, 3258:x 3255:d 3251:) 3242:x 3239:( 3236:f 3231:h 3228:+ 3223:j 3219:x 3211:j 3207:x 3196:h 3193:1 3177:x 3174:a 3171:m 3167:g 3164:r 3161:a 3155:= 3152:) 3143:h 3140:+ 3135:j 3131:x 3124:x 3116:j 3112:x 3108:( 3100:h 3097:1 3081:x 3078:a 3075:m 3071:g 3068:r 3065:a 3059:= 3056:) 3053:] 3050:h 3047:+ 3042:j 3038:x 3034:, 3029:j 3025:x 3021:[ 3015:x 3006:( 3001:L 2994:h 2991:1 2975:x 2972:a 2969:m 2965:g 2962:r 2959:a 2936:h 2916:, 2913:) 2910:] 2907:h 2904:+ 2899:j 2895:x 2891:, 2886:j 2882:x 2878:[ 2872:x 2863:( 2858:L 2851:h 2848:1 2832:x 2829:a 2826:m 2822:g 2819:r 2816:a 2810:= 2807:) 2804:] 2801:h 2798:+ 2793:j 2789:x 2785:, 2780:j 2776:x 2772:[ 2766:x 2757:( 2752:L 2736:x 2733:a 2730:m 2726:g 2723:r 2720:a 2697:) 2694:] 2691:h 2688:+ 2683:j 2679:x 2675:, 2670:j 2666:x 2662:[ 2656:x 2647:( 2642:L 2620:0 2614:h 2594:] 2591:h 2588:+ 2583:j 2579:x 2575:, 2570:j 2566:x 2562:[ 2540:j 2536:x 2503:x 2500:= 2497:X 2435:L 2413:x 2410:= 2407:X 2338:, 2335:) 2332:x 2329:( 2320:f 2316:= 2313:) 2310:x 2301:( 2296:L 2252:x 2232:f 2201:X 2171:L 2147:H 2143:p 2117:= 2114:) 2100:= 2095:H 2091:p 2087:( 2082:L 2053:= 2048:2 2040:= 2037:) 2031:= 2026:H 2022:p 2010:( 2007:P 1982:= 1977:H 1973:p 1949:) 1941:( 1938:P 1918:) 1912:= 1907:H 1903:p 1899:( 1896:P 1869:= 1866:) 1863:H 1860:H 1851:= 1846:H 1842:p 1838:( 1835:P 1810:= 1807:) 1793:= 1788:H 1784:p 1780:( 1775:L 1748:= 1743:H 1739:p 1713:= 1708:2 1700:= 1697:) 1691:= 1686:H 1682:p 1670:( 1667:P 1635:= 1630:H 1626:p 1599:H 1595:p 1572:H 1568:p 1543:) 1538:H 1534:p 1527:1 1524:( 1519:2 1514:H 1510:p 1479:2 1474:H 1470:p 1437:x 1397:) 1394:x 1385:( 1382:P 1362:) 1359:x 1350:( 1345:L 1299:x 1259:x 1249:) 1247:θ 1243:x 1239:X 1237:( 1235:P 1230:) 1228:θ 1224:x 1220:X 1218:( 1216:P 1178:X 1158:x 1138:X 1118:x 1069:, 1066:) 1063:x 1060:= 1057:X 1054:( 1045:P 1041:= 1038:) 1035:x 1032:( 1023:p 1019:= 1016:) 1013:x 1004:( 999:L 955:p 928:X 896:x 893:= 890:X 819:) 813:, 810:x 807:( 804:f 784:) 778:; 775:x 772:( 769:f 749:) 740:x 737:( 734:f 710:x 650:x 630:) 621:x 618:( 615:f 593:. 590:) 587:x 578:( 573:L 551:, 548:) 539:x 536:( 533:f 507:X 487:x 465:, 462:) 453:x 450:( 447:f 441:x 311:e 304:t 297:v 20:)

Index

Log-likelihood
Bayesian statistics

Posterior
Likelihood
Prior
Evidence
Bayesian inference
Bayesian probability
Bayes' theorem
Bernstein–von Mises theorem
Coherence
Cox's theorem
Cromwell's rule
Likelihood principle
Principle of indifference
Principle of maximum entropy
Conjugate prior
Linear regression
Empirical Bayes
Hierarchical model
Markov chain Monte Carlo
Laplace's approximation
Integrated nested Laplace approximations
Variational inference
Approximate Bayesian computation
Bayesian estimator
Credible interval
Maximum a posteriori estimation
Evidence lower bound

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