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Likelihood contours

Remember the likelihood ratio test?

Calculate χ

2

for all values of the model parameters

X

Find the set of parameters satisfying χ

2

<3.841



)

(

) (

ln2 ) (

max

2

XL

XL

X

From:

http://itl.nist.gov/div898/handbook/eda/section3/eda3674.htm