Introduction to Likelihood Theory

The goal of this course is to familiarize students with the formal definition of likelihood and its properties relevant to statistics, with all the demonstrations and proofs included. Initially, there is no intention to go beyond maximum likelihood estimation and basic likelihood ratio tests. The prerequisites are a good course of probability theory, including probability spaces of arbitrary dimension, calculus in R^{n}, basic matrix algebra and a little experience with statistics and higher mathematics.

• Monday, September 10, 2006 - Course open!

--Lucas Gallindo 17:21, 10 September 2006 (UTC)

• The Basic Definitions
• Maximum Likelihood Estimation
• Likelihood Ratio Tests
• The Case of The Exponential Family
• Profile Likelihood Confidence Intervals
  

• w: Likelihood function

Works in progress: b:Statistics <-- This book is considered a prerequisite.

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