4 ms·
Wait how do you get likelihoods greater than one? Definitely won’t work for likelihoods like Poisson or other count based models.
by j7ake 3y ago
Wait how do you get likelihoods greater than one?
Definitely won’t work for likelihoods like Poisson or other count based models.
- blackbear_ 3y agoFor discrete distributions you indeed cannot, but for continuous distributions all you need is sufficiently small variance. Try for example a Gaussian with variance 1e-12
- KeplerBoy 3y agoThe value of a continuous probability density distribution at a specific point is pretty meaningless though; You have to talk about the integral between two values and that won't go above one.
- blackbear_ 3y agoIn context of maximum likelihood the value of the density at the maximizer is actually quite useful, for example for model comparison.