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How Likelihood* Works

 * Likelihood is the probability of the data.

There are more complicated definitions, like

The density function of continuous random variables, X = X1, X2, ..., Xn, that depend on model parameters, q = q1, q2, ..., qk, and written as f(X | q), is the density function of X, given q, or is the likelihood of q, given X, often written as L(q | X).      (Which definition do you prefer?)

 

In the literature L can also represent log(likelihood).

caption

Many years ago, before R was available and statistical procedures needed to be programmed in FORTRAN, I discussed likelihood here.

... I discussed generalized linear models here.

 

 
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