ABSTRACT

The Likelihood plays a key role in both introducing general notions of statistical theory, and in developing specific methods. This book introduces likelihood-based statistical theory and related methods from a classical viewpoint, and demonstrates how the main body of currently used statistical techniques can be generated from a few key concepts, in particular the likelihood.

Focusing on those methods, which have both a solid theoretical background and practical relevance, the author gives formal justification of the methods used and provides numerical examples with real data.

chapter 1|15 pages

Introduction and overview

chapter 2|34 pages

Likelihood

chapter 3|53 pages

Maximum likelihood estimation

chapter 4|58 pages

Hypothesis testing

chapter 5|59 pages

Linear models

chapter 6|41 pages

Generalized linear models