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A special property of the expected log likelihooda special property of the expected log likelihood
Authors:David F Findley
Affiliation:U.S. Bureau of the Census , Washington, D.C
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.
Keywords:expected log likelihood of incorrect and correct models  model discrimination  predictive densities.
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