How Likelihood* Works
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*Likelihood is the probability of the data.
There are more complicated definitions, like ...
The density function of continuous random
variables,
, that depend on model parameters,
, and written as
, is the
probability density function of
, given
,
or is the likelihood of ,
given
, often written as
.
(Which definition do you prefer? Me too.)
The statistical literature often uses "likelihood" and "loglikelihood" interchangeably, which can be confusing to the statistical newcomer, but in practice it is rather easy to distinguish the two based on context.
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