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concentratedly
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In a concentrated way |
Concentratedly might refer to |
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In frequentist inference, a Likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, given specific observed data. Likelihood functions play a key role in frequentist inference, especially methods of estimating a parameter from a set of statistics. In informal contexts, "likelihood" is often used as a synonym for "probability". In mathematical statistics, the two terms have different meanings:* Probability describes the plausibility of (random) observed data—assumed to be described by a statistical model, and specified parameter value(s)—without reference to any observed data. * Likelihood describes the plausibility, given specific observed data, of a parameter value of the statistical model which is assumed to describe that data.In Bayesian inference, although one can speak about the likelihood of any proposition or random variable given another random variable: for example the likelihood of a parameter value or of a statistical model (see marginal likelihood), given specified data or other evidence, the likelihood function remains the same entity, with the additional interpretations of (i) a conditional density 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 a possible that a parameter value or a statistical model have a large likelihood value for given data, and yet have a low probability, or vice versa. This is often the case in medical contexts. Following Bayes' Rule, the likelihood when seen as a conditional density can be multiplied by the prior probability density of the parameter and then normalized, to give a posterior probability density.. More generally, the likelihood of an unknown quantity * * * * X * * * {\displaystyle X} * given another unknown quantity * * * * Y * * * {\displaystyle Y} * is the probability of * * * * Y * * * {\displaystyle Y} * given * * * * X * * * {\displaystyle X} * . |