3 ms·
Everyone seems to be missing the point here. The SO post says: > As we can see, even from the correct distribution, the likelihood is very, very small. Thus, i
by da39a3ee 3y ago
Everyone seems to be missing the point here. The SO post says:
> As we can see, even from the correct distribution, the likelihood is very, very small. Thus, it appears to be very unlikely in a certain sense that these numbers came from the very distribution they were generated from.
The person who asked the question is simply confused between likelihoods and posterior probabilities. The likelihood of d values from a Normal Distribution is defined to be the probability of sampling those d values given the parameters of the Normal. It is not the probability that those numbers came from that Normal Distribution. To answer the latter question, you need to say what other possibilities you're considering (perhaps some other parameter values) and use Bayes Rule. The other answers mention that ratios will be involved, but the way to see why ratios are involved is to look at Bayes Rule.