Likelihood and Regression

uni zurich fall 2025

Contents

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  1. Distributions and Supports
    1. Distribution Functions
    2. Supports and Measurement Scales
    3. Other Distribution Characterizations
  2. The Likelihood
    1. Likelihood Function
    2. Log-Likelihood Function
    3. Likelihood Approximation
    4. Log-Likelihood Density
  3. Categorical Likelihoods
    1. Likelihood for Categorical Responses
    2. The Nonparametric Likelihood
  4. Maximum Likelihood Inference
    1. MLE, Score and Fisher Information
    2. Distribution of the MLE
    3. Distribution of the Score
    4. Distribution of the Relative Log-Likelihood