partial likelihood

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Suppose that the likelihood for a set of data depends on two parameters θ and ϕ, both unknown. If the likelihood can be expressed as a product of two functions, one involving θ alone, and the second involving both parameters, then information about θ may be obtained by considering the first function (the ‘partial likelihood’) on its own. This idea was proposed by Sir David Cox in 1972.

Subjects: Probability and Statistics.

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