Hello everyone,
I am new in the group and I would like to ask you a very basic question about LogLikelihood function creation.
Is it possible to create LogLikelihood function by using a custom PDF, namely:
I have a custom function, f, that I've created using the PDF[dist,x], how can I create the LogLikelihood function of f ?
i tried to use directly f in LogLikelihood[dist,{x1,x2,...}] does not work to me.
Any advice will be really appreciated,
best regard
Damiano