According to the likelihood principle, all the evidence that a sample provides about parameters of a given statistical model is contained in the likelihood function.
Questions tagged [likelihood-principle]
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Why is a Bayesian not allowed to look at the residuals?
In the article "Discussion: Should Ecologists Become Bayesians?" Brian Dennis gives a surprisingly balanced and positive view of Bayesian statistics when his aim seems to be to warn people about it. However, in one paragraph, without any citations…
Mankka
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Did Deborah Mayo refute Birnbaum's proof of the likelihood principle?
This is somewhat related to my previous question here: An example where the likelihood principle *really* matters?
Apparently, Deborah Mayo published a paper in Statistical Science refuting Birnbaum's proof of the likelihood principle. Can anyone…
user227843
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If the likelihood principle clashes with frequentist probability then do we discard one of them?
In a comment recently posted here one commenter pointed to a blog by Larry Wasserman who points out (without any sources) that frequentist inference clashes with the likelihood principle.
The likelihood principle simply says that experiments…
Michael Lew
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An example where the likelihood principle *really* matters?
Is there an example where two different defensible tests with proportional likelihoods would lead one to markedly different (and equally defensible) inferences, for instance, where the p-values are order of magnitudes far apart, but the power to…
user227843
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Questions about Likelihood Principle
I currently try to understand Likelihood Principle and I frankly don't get it at all. So, I will write all my question as a list, even if those might be pretty basic questions.
What exactly does "all of the information" phrase mean in the context…
Karel Bílek
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Does Bayesian statistics bypass the need for the sampling distribution?
Let's take the classic case where the population follows a normal distribution, observations are iid, and we want to estimate the mean of the population.
In Frequentist stats, we calculate the sample mean and sample variance from observed data. …
confused
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Do you have to adhere to the likelihood principle to be a Bayesian?
This question is spurred from the question: When (if ever) is a frequentist approach substantively better than a Bayesian?
As I posted in my solution to that question, in my opinion, if you are a frequentist you do not have to believe/adhere to the…
RustyStatistician
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P-values and likelihood principle
This question came up in class: If we use p-values to evaluate hypotheses on an experiment, which part of the Likelihood Principle are we not obeying: Sufficiency or Conditionality?
My intuition would be to say Sufficiency, since computing a p-value…
rrrrr
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Likelihood principle: difference between weak and strong version
Does anyone understand the difference between weak likelihood principle and strong likelihood principle?
user114618
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Can the maximum-likelihood method be derived from something else?
I am an author of a paper, in which we show that the maximum-likelihood (ML) method can be derived a limiting case of an iterated weighted least-squares fit. https://arxiv.org/abs/1807.07911
We, the authors of this paper, reached no consensus…
olq_plo
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Difference between likelihood principle and repeated sampling principle
In statistical inference, there are many fundamental statistical principles, such as likelihood principle and repeated sampling principle. I am wondering whether there are any other principles? And what's the meaning of these principles? What's the…
Honglang Wang
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