Book,

Likelihood

.
Cambridge Science Classics Cambridge University Press, (1984)

Abstract

MR This is the first book directed exclusively to the likelihood function and its direct interpretation in statistical inference as a measure of relative plausibility of two possible parameter values θ1:θ2 in the light of an observed x=x0. The likelihood function was introduced by R. A. Fisher in 1922 and its importance continually stressed by him. Although he emphasized the necessity of examining the whole course of the likelihood function, its use until recently was restricted to maximum likelihood estimation and the frequency properties in repeated sampling of the maximum likelihood estimate. More recently, possibly because of the accessibility of high-speed computers, it has become more common to examine the whole likelihood function in its own right. This appears to be the first book to appear on this subject.

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