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1. Likelihood 1 Probability distributions and likelihood
2. Likelihood 2
3. Likelihood 3 Overview Probability distributions - binomial, poisson, normal, lognormal, negative binomial, beta
Likelihood
Likelihood profile
The concept of support
Model Selection Likelihood Ratio, AIC
Robustness - contradictory data
4. Likelihood 4 The binomial distributiondiscrete outcomes discrete trials Consider a discrete outcome - a coin is heads or tails, an animal (or plant) lives or dies
We examine a fixed number of such events - a number of flips of the coin, a certain number of animals that may or may not survive
5. Likelihood 5 The binomial formula
6. Likelihood 6 Factorial term
7. Likelihood 7 The Poissonoutcomes discrete, continuous number of observations
8. Likelihood 8 Limitations of Poisson Has only one parameter, which is both the mean and the variance
We often have discrete count data, but want the variance to be estimable or at least larger than Poisson
9. Likelihood 9 Thus we often use the negative binomial Also discrete outcomes with continuous observations
Is derived from the Poisson where the rate parameter is a random variable
10. Likelihood 10 The negative binomialoutcomes discrete, continuous observations
11. Likelihood 11 The normal distributioncontinuous distribution
12. Likelihood 12 This is the familiar bell shaped curve
13. Likelihood 13 Quiz: But what is the Y axiswhat units?
14. Likelihood 14 The Y axis is the first derivative of the cumulative probability distribution
15. Likelihood 15 The log normal distribution
16. Likelihood 16 Key notes re lognormal distribution Since x is a constant, when calculating likelihoods we often drop the 1/x term
If s.d. is fixed, then the entire first term is a constant (also true in the normal) and can be ignored
expected value of lognormal is not the mean
17. Likelihood 17 The beta distribution
18. Likelihood 18 Shapes of the beta
19. Likelihood 19 Summary by nature of trials and observations
20. Likelihood 20
21. Likelihood 21 Moving from probability distributions to likelihood
22. Likelihood 22 Probability
23. Likelihood 23
24. Likelihood 24
25. Likelihood 25
26. Likelihood 26 Rescale to max=1
27. Likelihood 27 Log likelihoods
28. Likelihood 28 Multiple observations If observations are independent then
29. Likelihood 29 Mark recapture example We tagged 100 fish
Went back a few days later (after mixing etc)
And recaptured 100 fish
5 were tagged.
We use Poisson distribution to explore the likelihood of different population sizes
30. Likelihood 30 What we need Data is number marked, number recaptured, and tags recaptured
% tagged is #marked/population size
expected recoveries is %tagged*# recaptured
expected recoveries is r of the Poisson
31. Likelihood 31
32. Likelihood 32
33. Likelihood 33 Multiple observations Assume we go out twice more, capture 100 animals each time, and 3 and then 4 are captured
34. Likelihood 34
35. Likelihood 35 Combining all data
36. Likelihood 36 The likelihood profile Fix the parameter of interest at discrete values and find the maximum likelihood by searching over all other parameters
In the bad old days when people reported confidence intervals, you can use the likelihood profile to calculate a confidence interval
add demo from logistic model using macro
37. Likelihood 37 The concept of support Edwards 1972, “Likelihood”
Think of the relative likelihood as the amount of support the data offer for the hypothesis
38. Likelihood 38 The lognormal distribution
39. Likelihood 39 Readings on robustness and contradictory data
40. Likelihood 40 Robustness In the real world, assumptions are not always met
For instance, data may be mis-recorded, the wrong animal may be measured, the instrument may have failed, or some major assumption may have been wrong
Outliers exist
41. Likelihood 41
42. Likelihood 42 What is c?
43. Likelihood 43 Contaminated data
44. Likelihood 44 Fit with robust estimation
45. Likelihood 45 Demonstrate robustness in excel likelihood lecture workbook.xls
46. Likelihood 46 Contradictory data We often have two independent measures of something, that disagree
The problem here is not that an individual data point is contaminated, but that the data set isn’t measuring what we hope
47. Likelihood 47 The infamous northern cod
48. Likelihood 48 What they say about r
49. Likelihood 49 Likelihoods for contradictory data
50. Likelihood 50 Combined likelihood
51. Likelihood 51 Challenges in likelihood All probability statements are based on the assumptions of the models
We normally do not admit that either data are contaminated, or data sets are not reflecting what we think they are
Thus we almost certainly overestimate the confidence in our analysis