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  2. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    [16] [21] In a slightly different formulation suited to the use of log-likelihoods (see Wilks' theorem), the test statistic is twice the difference in log-likelihoods and the probability distribution of the test statistic is approximately a chi-squared distribution with degrees-of-freedom (df) equal to the difference in df's between the two ...

  3. Risk matrix - Wikipedia

    en.wikipedia.org/wiki/Risk_matrix

    Risk is the lack of certainty about the outcome of making a particular choice. Statistically, the level of downside risk can be calculated as the product of the probability that harm occurs (e.g., that an accident happens) multiplied by the severity of that harm (i.e., the average amount of harm or more conservatively the maximum credible amount of harm).

  4. Likelihood ratios in diagnostic testing - Wikipedia

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

    Alternatively, post-test probability can be calculated directly from the pre-test probability and the likelihood ratio using the equation: P' = P0 × LR/(1 − P0 + P0×LR), where P0 is the pre-test probability, P' is the post-test probability, and LR is the likelihood ratio. This formula can be calculated algebraically by combining the steps ...

  5. 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 .

  6. Bayes' theorem - Wikipedia

    en.wikipedia.org/wiki/Bayes'_theorem

    Beyond, for example, assigning binary truth values, here one assigns probability values to statements. The assertion of B → A {\displaystyle B\to A} is captured by the assertion P ( A | B ) = 1 {\displaystyle P(A\vert B)=1} , i.e. that the conditional probability take the extremal probability value 1 {\displaystyle 1} .

  7. Wilks' theorem - Wikipedia

    en.wikipedia.org/wiki/Wilks'_theorem

    For example: If the null model has 1 parameter and a log-likelihood of −8024 and the alternative model has 3 parameters and a log-likelihood of −8012, then the probability of this difference is that of chi-squared value of (()) = with = degrees of freedom, and is equal to .

  8. Probabilistic risk assessment - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_risk_assessment

    the likelihood (probability) of occurrence of each consequence. Consequences are expressed numerically (e.g., the number of people potentially hurt or killed) and their likelihoods of occurrence are expressed as probabilities or frequencies (i.e., the number of occurrences or the probability of occurrence per unit time).

  9. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    Probability density function (pdf) or probability density: function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.