Definition:Likelihood

Definition

Let $\theta$ be a parameter of a probability distribution.

Let $\map {\mathrm L} \theta$ be a likelihood function of $\theta$.

Then the value of $\mathrm L$ for a particular value of $\theta$ is called the likelihood of $\theta$.

Also see

• Results about likelihood can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): likelihood
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): likelihood function
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): likelihood
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): likelihood function