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  2. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    The χ 2 distribution given by Wilks' theorem converts the region's log-likelihood differences into the "confidence" that the population's "true" parameter set lies inside. The art of choosing the fixed log-likelihood difference is to make the confidence acceptably high while keeping the region acceptably small (narrow range of estimates).

  3. Likelihood principle - Wikipedia

    en.wikipedia.org/wiki/Likelihood_principle

    For example, the result of a significance test depends on the p-value, the probability of a result as extreme or more extreme than the observation, and that probability may depend on the design of the experiment. To the extent that the likelihood principle is accepted, such methods are therefore denied.

  4. Log probability - Wikipedia

    en.wikipedia.org/wiki/Log_probability

    In probability theory and computer science, a log probability is simply a logarithm of a probability. [1] The use of log probabilities means representing probabilities on a logarithmic scale ( − ∞ , 0 ] {\displaystyle (-\infty ,0]} , instead of the standard [ 0 , 1 ] {\displaystyle [0,1]} unit interval .

  5. Likelihoodist statistics - Wikipedia

    en.wikipedia.org/wiki/Likelihoodist_statistics

    Likelihoodist statistics or likelihoodism is an approach to statistics that exclusively or primarily uses the likelihood function. Likelihoodist statistics is a more minor school than the main approaches of Bayesian statistics and frequentist statistics , but has some adherents and applications.

  6. Glossary of probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_probability...

    Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...

  7. Likelihood-ratio test - Wikipedia

    en.wikipedia.org/wiki/Likelihood-ratio_test

    In statistics, the likelihood-ratio test is a hypothesis test that involves comparing the goodness of fit of two competing statistical models, typically one found by maximization over the entire parameter space and another found after imposing some constraint, based on the ratio of their likelihoods.

  8. Likelihood ratios in diagnostic testing - Wikipedia

    en.wikipedia.org/wiki/Likelihood_ratios_in...

    Pre-test probability: For example, if about 2 out of every 5 patients with abdominal distension have ascites, then the pretest probability is 40%. Likelihood Ratio: An example "test" is that the physical exam finding of bulging flanks has a positive likelihood ratio of 2.0 for ascites.

  9. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    P(A|B) may or may not be equal to P(A), i.e., the unconditional probability or absolute probability of A. If P(A|B) = P(A), then events A and B are said to be independent: in such a case, knowledge about either event does not alter the likelihood of each other. P(A|B) (the conditional probability of A given B) typically differs from P(B|A).