Friday, January 31, 2003

Likelihood

• likelihood function
• likelihood principle
• conditionality principle

Reading

Section 6.3 through 6.3.1.

You should read over Section 6.3.2 on the formal likelihood principle and Section 6.4 on equivariance but need not study them in depth.

References

HELLAND, INGE S. (1995), ``Simple counterexamples against the conditionality principle,'' The American Statistician 49(4), 351-356.

LIANG, K-Y, AND ZEGER, S. L. (1995) ``Inference based on estimating functions in the presence of nuisance parameters,'' Statistical Science 10(2), 158-172.

REID, N. (1995), ``The roles of conditioning in inference,'' Statistical Science 10(2), 138-157.