Likelihood function

Function related to statistics and probability theory

A likelihood function (often simply called the likelihood) gives the relative merit of various statistical models for describing a data set. Often the models being compared are parameterized by a parameter, with the parameter often written as θ, or they are parameterized by multiple parameters given as the components of a vector. For a probability function (or probability density function) Pr[x | θ] that gives the probability (or probability density) of data x for a given model-specifying parameter θ, the likelihood is any function of θ equal to cPr[x | θ] for some positive value c.

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