Are the **likelihood** in Bayes Rule the same to the one in [Maximum likelihood estimation][1]?

by soplus2018   Last Updated October 10, 2019 02:19 AM

"Think Bayes by Allen B. Downey" calls the P(X | A) part likelihood in Bayes Rule

\begin{align} P( A | X ) = & \frac{ P(X | A) P(A) } {P(X) } \\\\[5pt] \end{align}

Are the likelihood here the same to the one in Maximum likelihood estimation?



Answers 1


Yes, the likelihood is the likelihood. You sometimes see likelihood defined only up to a multiplicative constant (as Fisher did) but that doesn't harm either of those applications if you are consistent in how you deal with it.

Unfortunately, by asking a yes-or-no question to which the answer is "yes" there's not much more to say. If the answer had been no, at least the difference would need to be explained.

Glen_b
Glen_b
October 10, 2019 01:49 AM

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