Likelihoodist statistics


Likelihoodist statistics or likelihoodism is an approach to statistics that exclusively or primarily uses the likelihood function. Likelihoodist statistics is a more minor school than the main approaches of Bayesian statistics and frequentist statistics, but has some adherents and applications. The central idea of likelihoodism is the likelihood principle: data are interpreted as evidence, and the strength of the evidence is measured by the likelihood function. Beyond this, there are significant differences within likelihood approaches: "orthodox" likelihoodists consider data only as evidence, and do not use it as the basis of statistical inference, while others make inferences based on likelihood, but without using Bayesian inference or frequentist inference. Likelihoodism is thus [|criticized] for either not providing a basis for belief or action, or not satisfying the requirements of these other schools.
The likelihood function is also used in Bayesian statistics and frequentist statistics, but they differ in how it is used. Some likelihoodists consider their use of likelihood as an alternative to other approaches, while others consider it complementary and compatible with other approaches; see.

Relation with other theories

Criticism

History

Likelihoodism as a distinct school dates to, which gives a systematic treatment of statistics, based on likelihood. This built on significant earlier work; see for a contemporary review.
While comparing ratios of probabilities dates to early statistics and probability, notably Bayesian inference as developed by Pierre-Simon Laplace from the late 1700s, likelihood as a distinct concept is due to Ronald Fisher in. Likelihood played an important role in Fisher's statistics, but he developed and used many non-likelihood frequentist techniques as well. His late writings, notably, emphasize likelihood more strongly, and can be considered an precursor to a systematic theory of likelihoodism.
The likelihood principle was proposed in 1962 by several authors, notably,, and, and followed by the law of likelihood in ; these laid the foundation for likelihoodism. See for early history.
While Edwards's version of likelihoodism considered likelihood as only evidence, which was followed by, others proposed inference based only on likelihood, notably as extensions of maximum likelihood estimation. Notable is John Nelder, who declared in :
Textbooks that take a likelihoodist approach include the following:,,,, and. A collection of relevant papers is given by.