似然函数 [Likelihood function]

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定义: 似然函数是频率分析和贝叶斯分析中常用的数据统计模型，通常定义到一个比例常数。似然函数表示在给定数据的分布中，不同参数的似然值。由于概率分布存在未知的总体参数，似然函数能够反映样本数据对这些参数的概括程度。因此，在给定未知总体参数值的情况下，似然函数可以评估模型与样本数据的拟合优度。

相关术语: Bayes factor, Bayesian inference, Bayesian parameter estimation, Posterior distribution, Prior distribution

参考文献:

  • Dienes, Z. (2008). Understanding psychology as a science: An introduction to scientific and statistical inference. Macmillan International Higher Education.
  • Hogg, D., Bovy, J., & Lang, D. (2010). Data analysis recipes: Fitting a model to data. arXiv:1008.4686 [astro-ph.IM].
  • Geyer, C. J. (2003). Maximum Likelihood in R (pp. 1–9). Open Science Framework.
  • Geyer, C. J. (2007). Stat 5102 Notes: Maximum Likelihood (pp. 1–8). Open Science Framework.
  • Huber, C. (2016). The Stata Blog: Introduction to Bayesian statistics, part 1: The basic concepts. In The Stata Blog. https://blog.stata.com/2016/11/01/introduction-to-bayesian-statistics-part-1-the-basic-concepts/

原稿作者: Alaa AlDoh

审阅者: Dominik Kiersz, Graham Reid, Sam Parsons, Flávio Azevedo

翻译者: AI-driven translation tool "TransFlow" (developed by Jinbiao Yang and COSN OpenTransfer team)

译稿审阅者: Xinyu Wang, Liangjie Chen, Ruoting Liu, Shuxian Jin