Introduction to Likelihood Theory

Course description

The goal of this course is to familiarize students with the formal definition of likelihood and its properties relevant to statistics, with all the demonstrations and proofs included. Initially, there is no intention to go beyond maximum likelihood estimation and basic likelihood ratio tests. The prerequisites are a good course of probability theory, including probability spaces of arbitrary dimension, calculus in R^{n}, basic matrix algebra and a little experience with statistics and higher mathematics.

Course news

• Monday, September 10, 2006 - Course open!

--Lucas Gallindo 17:21, 10 September 2006 (UTC)

Learning materials and learning projects

• The Basic Definitions
• Maximum Likelihood Estimation
• Likelihood Ratio Tests
• The Case of The Exponential Family
• Profile Likelihood Confidence Intervals
  

Wikipedia

• w: Likelihood function

Wikibooks

Works in progress: b:Statistics <-- This book is considered a prerequisite.

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