Index: The Book of Statistical ProofsGeneral Theorems ▷ Frequentist statistics ▷ Likelihood theory ▷ Log-likelihood function

Definition: Let there be a generative model $m$ describing measured data $y$ using model parameters $\theta$. Then, the logarithm of the probability density function of the distribution of $y$ given $\theta$ is called the log-likelihood function of $m$:

\[\label{eq:llf} \mathrm{LL}_m(\theta) = \log p(y|\theta,m) = \log \mathcal{D}(y; \theta) \; .\]

Metadata: ID: D59 | shortcut: llf | author: JoramSoch | date: 2020-05-17, 22:52.