My question is to build a super-likelihood function from several random variables. The distribution of each variable is standard. Using two random variables as an example, the target super-likelihood is like this: S = F1^w1 * F2^w2 (w1 + w2 = 1) and logS = w1 logF1 + w2 log F1 (w1 + w2 = 1) Wher…

How to model product of multiple random variables

junpenglao June 24, 2019, 6:04pm 2

See eg Observed Deterministic for related discussion.

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