LogLikelihood

LogLikelihood[dist, {x1, x2, ...}] gives the log‐likelihood function for observations x1, x2, … from the distribution dist.

• LogLikelihood[proc, {{t1, x1}, {t2, x2}, ...}] gives the log-likelihood function for the observations xi at time ti from the process proc.
• LogLikelihood[proc, {path1, path2, ...}] gives the log-likelihood function for the observations from path1, path2, … from the process proc.

Examples

LogLikelihood[NormalDistribution[μ, σ], {1, 2, 3, 4}]

LogLikelihood[PoissonDistribution[λ], {0, 1, 2, 1, 3}]

Please visit the official Wolfram Language Reference for more details.