Likelihood function
Likelihood function is a fundamental concept in statistical inference, particularly in maximum likelihood estimation. It is a function of the parameters of a statistical model, given specific observed data. The likelihood of a set of parameter values, given outcomes x, is equal to the probability of those observed outcomes given those parameter values.
Definition[edit]
In the context of a statistical model, a likelihood function (often simply the likelihood) measures the goodness of fit of a statistical model to a sample of data for given values of the unknown parameters. It is formed from the joint probability distribution of the sample, but viewed and used as a function of the parameters only, thus treating the random variables as fixed at the observed values.
Properties[edit]
The likelihood function has several important properties that can be used in the process of parameter estimation. These include invariance to one-to-one transformations and factorization properties.
Applications[edit]
The likelihood function is used in a variety of statistical techniques including maximum likelihood estimation, likelihood-ratio test, and Bayesian inference.
See also[edit]
- Probability density function
- Probability mass function
- Sufficiency (statistics)
- Neyman–Pearson lemma
References[edit]
<references />
Ad. Transform your health with W8MD Weight Loss, Sleep & MedSpa

Tired of being overweight?
Special offer:
Budget GLP-1 weight loss medications
- Semaglutide starting from $29.99/week and up with insurance for visit of $59.99 and up per week self pay.
- Tirzepatide starting from $45.00/week and up (dose dependent) or $69.99/week and up self pay
✔ Same-week appointments, evenings & weekends
Learn more:
- GLP-1 weight loss clinic NYC
- W8MD's NYC medical weight loss
- W8MD Philadelphia GLP-1 shots
- Philadelphia GLP-1 injections
- Affordable GLP-1 shots NYC
|
WikiMD Medical Encyclopedia |
Medical Disclaimer: WikiMD is for informational purposes only and is not a substitute for professional medical advice. Content may be inaccurate or outdated and should not be used for diagnosis or treatment. Always consult your healthcare provider for medical decisions. Verify information with trusted sources such as CDC.gov and NIH.gov. By using this site, you agree that WikiMD is not liable for any outcomes related to its content. See full disclaimer.
Credits:Most images are courtesy of Wikimedia commons, and templates, categories Wikipedia, licensed under CC BY SA or similar.
Translate this page: - East Asian
中文,
日本,
한국어,
South Asian
हिन्दी,
தமிழ்,
తెలుగు,
Urdu,
ಕನ್ನಡ,
Southeast Asian
Indonesian,
Vietnamese,
Thai,
မြန်မာဘာသာ,
বাংলা
European
español,
Deutsch,
français,
Greek,
português do Brasil,
polski,
română,
русский,
Nederlands,
norsk,
svenska,
suomi,
Italian
Middle Eastern & African
عربى,
Turkish,
Persian,
Hebrew,
Afrikaans,
isiZulu,
Kiswahili,
Other
Bulgarian,
Hungarian,
Czech,
Swedish,
മലയാളം,
मराठी,
ਪੰਜਾਬੀ,
ગુજરાતી,
Portuguese,
Ukrainian



