Likelihood Function

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Probability of data given parameters.

Full Definition

Probability of data given parameters.

Keywords

parameter estimation

Domains

Probability & Statistics

Related Terms

Posterior Distribution related to

Updated belief after observing data.

 Prior Distribution related to

Belief before observing data.

 Marginalization related to

Eliminating variables by integrating over them.

 Monte Carlo Estimation related to

Approximating expectations via random sampling.

 Covariance related to

Measures joint variability between variables.

 Correlation related to

Normalized covariance.

 Law of Large Numbers related to

Sample mean converges to expected value.

 Central Limit Theorem related to

Sum of independent variables converges to normal distribution.

Concept Map

See how Likelihood Function connects to other concepts.

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