LogLikelihood

LogLikelihood[dist, {x1, x2, ...}]
gives the log-likelihood function for observations , , ... from the distribution dist.

DetailsDetails

  • The log-likelihood function LogLikelihood[dist, {x1, x2, ...}] is given by , where is the probability density function at , PDF[dist, xi].

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Basic Examples (3)Basic Examples (3)

Get the log-likelihood function for a normal distribution:

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Compute a log-likelihood for numeric data:

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Plot log-likelihood contours as a function of and :

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Compute the log-likelihood for multivariate data:

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