----- Original Message -----
From: Gökhan BakIr <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Monday, August 07, 2000 1:07 PM
Subject: likelihood


>
> Hi !
> Please dont flame me for this question if its too foolish,
> but is there a difference between a likelihood and a probability ?
> thanks
>
> gökhan
>
> --------------------------
AH HA

Richard von Mises talks about this in his fifth lecture (in "Probability,
Statistics and Truth", dated 1928 with later revisions to 1951, which was
the third German edition ((Springer)). von Mises criticizes Fisher (1921)
for his introduction of the term "likelihood" without defining it, since in
common usage, 'likelihood and 'probability" have the same meaning.

von Mises days, "From our point of view, there is no doubt that likelihood
is a correct measure of the probability of inference in two cases, First
where we have reason to assume that the unknown initial probabilities are
uniformly distributed over all possible values of p, or, in other words,
that the initial probability is a constant. In that case the quantity w is
multiplied by the constant and the inferred probability of p is proportional
to its likelihood..........I do not understand the many beautiful words used
by Fisher and his followers in support of the likelihood theory......"

First of all Fisher is a very ponderous writer, very difficult to find the
gold in the pile of ore. Second, one needs to read Fisher's insight into
Bayes original work to understand Fisher's view of probability. I suspect
that von Mises was frustrated with Fisher's English, which could not convey
the subtleties of meaning that can be conveyed by technical German.

DAHeiser



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