Statistics Preprints Statistics 9-2013 Understanding and Addressing the Unbounded “ Likelihood ” Problem

@inproceedings{Liu2013StatisticsPS,
  title={Statistics Preprints Statistics 9-2013 Understanding and Addressing the Unbounded “ Likelihood ” Problem},
  author={Shiyao Liu and Huaiqing Wu and William Q. Meeker},
  year={2013}
}
The joint probability density function, evaluated at the observed data, is commonly used as the likelihood function to compute maximum likelihood estimates. For some models, however, there exist paths in the parameter space along which this density-approximation likelihood goes to infinity and maximum likelihood estimation breaks down. In applications, all observed data are discrete due to the round-off or grouping error of measurements. The “correct likelihood” based on interval censoring can… CONTINUE READING

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