A special property of the expected log likelihooda special property of the expected log likelihood |
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Authors: | David F Findley |
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Affiliation: | U.S. Bureau of the Census , Washington, D.C |
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Abstract: | It is shown that linear transformations of the logarithm are the only functions of the likelihood whose expected values discriminate between correct and incorrect likelihoods by a simple ordering property, assuming the correct probability density function is continuous. Also, an extension of this result is given for the predictive densities considered by Akaike. |
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Keywords: | expected log likelihood of incorrect and correct models model discrimination predictive densities. |
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