Difference between revisions of "Probabilistic likelihood model"
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| − | In simple terms a probabilistic likelihood model is a | + | In simple terms a '''probabilistic likelihood model''' is a mathematical model which gives the [[probability]] of some observation (data) for some stated mathematical model capable of predicting said data as an outcome (observation). It is typically denoted as ''p''(''D''|''M'') which is simply the [[conditional probability]] for the data ''D'' given some model ''M''. In [[parameter estimation]] exercises, it is often written as ''p''(''D''|''a'') where ''a'' is a [[mathematical parameter]] of the model class M which indicates which member out of a family of associated models differing only by the value of the parameter that one is referring to, e.g., a family of models which give the likelihood (probability) of observing a coin flip of heads, where the parameter ''a'' might indicate different possible weightings of a coin which would then lead to different probabilities of landing on heads in an unbiased flip. |
| − | [[ | + | [[Category:Probability and Statistics]] |
Latest revision as of 03:11, February 19, 2024
In simple terms a probabilistic likelihood model is a mathematical model which gives the probability of some observation (data) for some stated mathematical model capable of predicting said data as an outcome (observation). It is typically denoted as p(D|M) which is simply the conditional probability for the data D given some model M. In parameter estimation exercises, it is often written as p(D|a) where a is a mathematical parameter of the model class M which indicates which member out of a family of associated models differing only by the value of the parameter that one is referring to, e.g., a family of models which give the likelihood (probability) of observing a coin flip of heads, where the parameter a might indicate different possible weightings of a coin which would then lead to different probabilities of landing on heads in an unbiased flip.