See: Marginal, Likelihood, Marginal Probability.
References
2009
- http://en.wikipedia.org/wiki/Marginal_likelihood
- In statistics, a marginal likelihood function, or integrated likelihood, is a likelihood function in which some parameter variables have been marginalised. It may also be referred to as evidence, but this usage is somewhat idiosyncratic.
- Given a parameter θ=(ψ,λ), where ψ is the parameter of interest, it is often desirable to consider the likelihood function only in terms of ψ. If there exists a probability distribution for λ, sometimes referred to as the nuisance parameter, in terms of ψ, then it may be possible to marginalise or integrate out λ
2003