Log-Likelihood Function
المؤلف:
Rodriguez, G.
المصدر:
"Lecture Notes on Generalized Linear Models." 2007. https://data.princeton.edu/wws509/notes/.
الجزء والصفحة:
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10-3-2021
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Log-Likelihood Function
The log-likelihood function
is defined to be the natural logarithm of the likelihood function
. More precisely,
, and so in particular, defining the likelihood function in expanded notation as
shows that
The log-likelihood function is used throughout various subfields of mathematics, both pure and applied, and has particular importance in fields such as likelihood theory.
REFERENCES:
Rodriguez, G. "Lecture Notes on Generalized Linear Models." 2007. https://data.princeton.edu/wws509/notes/.
Sun, D. and Xiao, F. "Likelihood Theory with Score Function." 2013. https://www.stats.uwo.ca/faculty/bellhouse/Likelihood_Theory_with_Score_Function.pdf
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