conditional likelihood

См. также в других словарях:

• Likelihood function — In statistics, a likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, defined as follows: the likelihood of a set of parameter values given some observed outcomes is equal to the probability of …   Wikipedia

• conditional probability — likelihood of the occurrence of an event taking into account the occurrence of another event …   English contemporary dictionary

• Conditional random field — A conditional random field (CRF) is a statistical modelling method often applied in pattern recognition. More specifically it is a type of discriminative undirected probabilistic graphical model. It is used to encode known relationships between… …   Wikipedia

• Likelihood principle — In statistics,the likelihood principle is a controversial principle of statistical inference which asserts that all of the information in a sample is contained in the likelihood function.A likelihood function arises from a conditional probability …   Wikipedia

• Conditional probability distribution — Given two jointly distributed random variables X and Y, the conditional probability distribution of Y given X is the probability distribution of Y when X is known to be a particular value. If the conditional distribution of Y given X is a… …   Wikipedia

• Conditional independence — These are two examples illustrating conditional independence. Each cell represents a possible outcome. The events R, B and Y are represented by the areas shaded red, blue and yellow respectively. And the probabilities of these events are shaded… …   Wikipedia

• Conditional entropy — Individual (H(X),H(Y)), joint (H(X,Y)), and conditional entropies for a pair of correlated subsystems X,Y with mutual information I(X; Y). In information theory, the conditional entropy (or equivocation) quantifies the remaining entropy (i.e.… …   Wikipedia

• Conditional Value At Risk - CVaR — A risk assessment technique often used to reduce the probability a portfolio will incur large losses. This is performed by assessing the likelihood (at a specific confidence level) that a specific loss will exceed the value at risk.… …   Investment dictionary

• Maximum likelihood sequence estimation — (MLSE) is a mathematical algorithm to extract useful data out of a noisy data stream. Contents 1 Theory 2 Background 3 References 4 Further reading …   Wikipedia

• Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …   Wikipedia

• Monotone likelihood ratio — A monotonic likelihood ratio in distributions f(x) and g(x) The ratio of the density functions above is increasing in the parameter x, so f(x)/g(x) satisfies the monotone likelihood ratio property. In statistics, the monoto …   Wikipedia