Mathematics for Quality Engineering 

18. Likelihood and Probability

Abstract

R.A.Fisher studied the concept of Likelihood in stead of the methods of Mathematical Statistics given by Neyman and Pearson. The writer also studied likelihood as the measure of odds or its measure of guessing error instead of distribution of unknown parameter. Fisher made a mistake introducing Lebesgue measure in parameter space. There is no such Lebesgue measure in parameter space. Likelihood should be used for comparing the odds among each value of parameter values instead of distribution of parameter values.

This paper introduced the new ideas to compare only likelihood among each value of parameter.