Hi, here's some information after fitting measurements to a lognormal distribution.(adsbygoogle = window.adsbygoogle || []).push({});

What exactely does it mean that the log likelyhood is -67.175?? As of my understanding the log likelihood, is the natural logaritm of the likelihood function, which is the probability that these measurements comes from this distribution??

1. is that correct?

2. why is it negative?

3. How can i decide if this is a good distribution fit? (graphically it looks satisfying, im not in a need for extremely exact numbers for what im going to use them for)

Distribution: Lognormal

Log likelihood: -67.175

Domain: 0 < y < Inf

Mean: 9.04552

Variance: 1.51012

Parameter Estimate Std. Err.

mu 2.19313 0.0208669

sigma 0.135233 0.0150259

Estimated covariance of parameter estimates:

mu sigma

mu 0.000435428 -2.49709e-018

sigma -2.49709e-018 0.000225778

edit: the likelihood, taking the exp of the log likelihood would be

exp(-67.175)= something*10^-30 !!! incredibly small number. This can't be correct? the likelihood of that distribution can't be that small? the fit is not THAT bad =)

i would expect a likelihood of about 0.7-0.95 right? does anyone know what this number means?

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# What does the log likelihood say?

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