Why likelihood is not always a density function?
33274
What does "likelihood is only defined up to a multiplicative constant of proportionality" mean in practice?
45182
What is the link (discrepancy?) between these PDF/CDF and p-value distributions?
85820
Are the terms probability density function and probability distribution (or just "distribution") interchangeable?
80987
Limit of Multivariate Probability Density Function as one or more or all variables approach positive or negative infinity
136017
Probability density function sand question
107306
Does an impossible value on a Confidence Interval for a probability distribution contain information?
108150
What is a density function?
54439
Theoretical motivation for using log-likelihood vs likelihood
3812
Does Wolfram Mathworld make a mistake describing a discrete probability distribution with a probability density function?
43141
Why is the relationship between atomic number and density not linear?
76064
In MLE for continuous rv, why is it ok to evaluate a pdf at a point?
39123
What does the value of a probability density function (PDF) at some x indicate?
15561
Obtaining a level-$\alpha$ likelihood ratio test for $H_0: \theta = \theta_0$ vs. $H_1: \theta \neq \theta_0$ for $f_\theta (x) = \theta x^{\theta-1}$
59200
General theorems for consistency and asymptotic normality of maximum likelihood
121043
Kernel density estimation as a density
41058
Multivariate log-normal probabiltiy density function (PDF)
148673
Comparison of log-likelihood of two non-nested models