MARGINAL AND CONDITIONAL LIKELIHOODS
Published 1 January 2016
John D. Kalbfleisch, D. A. Sprott
Citations41
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Abstract
SUMMARY. Marginal and conditional likelihoods are illustrated on various problems that have occurred in the literature. They can thus be compared with the more conventional exact and asymptotic procedures that have been used on these problems. Of particular interest is the question of what, if any, information of the data is sacrificed in the use of marginal and conditional likelihoods. This question is discussed and some aspects of it are illustrated on the examples presented. More needs to be done however in this respect.
Keywords
Mathematics
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