log-likelihood

The likelihood is a function defined as the probability of a random variable being observed given a set of statistical parameters.
$\mathcal{L}(\theta \mid X)$ where $X$ is the random variable and $\theta$ the parameter.

The maximum likelihood estimation is a search for the arg max of the likelihood function which can then be used as a best guess for the value of $\theta$.

• Keywords:
• Quelle:
• Related: