Why is a likelihood not a probability distribution? @SpartacanUsuals
Why is a likelihood not a probability distribution?  @SpartacanUsuals
Uploaded May 2018 | Updated September 2026, 27 minutes ago
Explains why we eschew the name ‘probability distribution’ in Bayesian statistics and use ‘likelihood’ instead for the term involving data in the numerator of Bayes' rule.

This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: amazon.co.uk/Students-Guide-Bayesian-Statistics/dp/1473916364

For more information on all things Bayesian, have a look at: ben-lambert.com/bayesian/. The playlist for the lecture course is here: youtube.com/playlist?list=PLwJRxp3blEvZ8AKMXOy0fc0cqT61GsKCG&disable_polymer=true
Why is a likelihood not a probability distribution?The variance of GLS estimatorsExample likelihood model: waiting times between beer ordersBLUE estimators in presence of heteroscedasticity - GLS - part 2An introduction to the Beta distributionMaximum Likelihood: Bernoulli random variables estimator variance part 1How to code up a model with discrete parameters in StanSimultaneous Equation Models: Order condition for parameter identificationConditional Independence Assumption for Continuous VariablesThe Law of Iterated Expectations: an introductionAn introduction to Jeffreys priors - 2Explaining the Kullback-Liebler divergence through secret codes
Ben Lambert |

Why is a likelihood not a probability distribution?

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