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Hi everyone, first post here... I've been trying to get my head around why a likelihood isn't a probability density function. My understanding says that for an event X and a model parameter m: P(X|m) is a probability density function P(m|X) is not It feels like it should be, and I can't find a clear explanation of why it's not. Does it also mean that a Likelihood can take a value greater than 1? Sorry if this is a stupid question! |
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Why isn't Likelihood a Probability Density Function?Hi everyone, first post here... I've been trying to get my head around why a likelihood isn't a probability density function. My understanding says that for an event X and a model parameter m: P(X|m) is a probability density function P(m|X) is not Does it also mean that a Likelihood can take a value greater than 1?
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