Questions tagged [log-likelihood]

For questions that use the natural logarithm of a likelihood function.

For many applications, the natural logarithm of the likelihood function, called the log-likelihood, is more convenient to work with. Because the logarithm is a monotonically increasing function, the logarithm of a function achieves its maximum value at the same points as the function itself, and hence the log-likelihood can be used in place of the likelihood in maximum likelihood estimation and related techniques. Finding the maximum of a function often involves taking the derivative of a function and solving for the parameter being maximized, and this is often easier when the function being maximized is a log-likelihood rather than the original likelihood function.

For example, some likelihood functions are for the parameters that explain a collection of statistically independent observations. In such a situation, the likelihood function factors into a product of individual likelihood functions. The logarithm of this product is a sum of individual logarithms, and the derivative of a sum of terms is often easier to compute than the derivative of a product. In addition, several common distributions have likelihood functions that contain products of factors involving exponentiation. The logarithm of such a function is a sum of products, again easier to differentiate than the original function.

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How to express loglikelihood in terms of other loglikelihood?

I am trying to find out how to decompose conditional loglikelihood of a function to a conditional loglikelihood of an argument plus some reminder terms. I.e. shortly: $$\mathcal{L}_E(\hat{E};\sigma) = \mathcal{L}_A(F^{-1}(\hat{E});\sigma) +…
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how to simplify a log likelihood function

How to simplify/ get the log likehood of this? I understand basically the idea is to get the LN of both sides and simplify??
SOI
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Likelihood of of a sum of densities

I am trying to find the likelihood, and then the log likelihood for the following function: $f(x)= cf_1(x) + (1-c)f_2(x)$. I am stuck on how to find this likelihood because the two densities are being added. Any tips or hints to get started would be…
hannah
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Likelihood ratio test for a subset of the parameters

In the likelihood ratio parametric test, I was taught that the test is used when I want to test if the last q parameters are equal to some specific values or not. Can I also use likelihood ratio test if I want to test if a subset of the parameters…
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Log-likelihood function reference

I am learning a code that uses CUSUM to detect changes. The code uses log-likelihood function: logp = stepsize*basesd/variance * (data[k] - mean - stepsize*basesd/2.) (instantaneous log-likelihood for current sample assuming local baseline has…
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Finding likelihood and log-likelihood functions for Weibull

I have to find likelihood and log-likelihood functions of Weibull distribution: $$f(x)=\alpha(\beta)^{-\alpha}x^{\alpha-1}e^{-(\frac{\alpha}{\beta})^\alpha}$$ However, I am given a restriction of $E(X)=1$, which makes $\beta$ a funtion of $\alpha$.…