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Maximum likelihood estimate (mle).
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The maximum likelihood estimate of a parameter from data is the possible value of the parameter for which the chance of observing the data largest. that is, suppose that the parameter is p, and that we observe data x. then the maximum likelihood estimate
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Likelihood, английский
- Вероятность. правдоподобие.
- Правдоподобие; вероятность
- In probabilistic and statistical methods, the likelihood is a measure of the evidence for the data when a hypothesis is assumed to be true. it is commonly used in bayesian and quasi-bayesian techniques. a related measure, minimum message length, can be derived from information theoretic principles. as an example, suppose you observe a data value x that is assumed to be gaussian. the likelihood for that data when the assumed mean is, say, 5, and the variance is 10, is proportional to e-((x-5)2/2*10), the kernel of a gaussian distribution. a likelihood is typically calculated using the kernel, rather than the complete distribution function, which includes the normalizing constants. see also: minimum message length.
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Population mean., английский
The mean of the numbers in a numerical population. for example, the population mean of a box of numbered tickets is the mean of the list comprised of all the numbers on all the tickets. the population mean is a parameter. c.f. sample mean.
Law of large numbers., английский
The law of large numbers says that in repeated, independent trials with the same probability p of success in each trial, the percentage of successes is increasingly likely to be close to the chance of success as the number of trials increases. more precis
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