Re: Gaussian distribution and likelihood question

zl2k wrote:
On Jan 30, 5:55 pm, "Ray Koopman" <koop...@xxxxxx> wrote:

The normal likelihood depends on the data only through the mean
and variance. All data sets with the same number of observations,
the same sample mean, and the same sample variance will have the
same likelihood, regardless of the shape of the sample
distribution.

Thank you, so log-likelihood won't tell the goodness of fit of
different datasets if the Gaussian parameters are the same. I should
turn to some other ways...
zl2k

No such conclusion should be drawn from the above ... the two
questions aren't even closely related.

David Jones


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