loglikelihood.normal
loglikelihood.normal, function
def autodiff pure loglikelihood.normal(mu: number, sigma: number, x: number): number
Returns the log-likelihood of observing x under a normal distribution with
mean mu and standard deviation sigma.
mu: mean of the normal distribution.sigma: standard deviation, must be positive.x: observation.
Examples
table T = with
[| as Mu, as Sigma, as X |]
[| 0, 1, 0 |]
[| 0, 2, 1 |]
T.LL = loglikelihood.normal(T.Mu, T.Sigma, T.X)
show table "Normal" with
T.Mu
T.Sigma
T.X
T.LL
This produces the following table:
| Mu | Sigma | X | LL |
|---|---|---|---|
| 0 | 1 | 0 | -0.9189385 |
| 0 | 2 | 1 | -1.737086 |