Math Problem Statement

Logistic regression.pdf

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Evaluate the log likelihood function for the data X=45, label (Y)=0, predicted probability is 0.95.

Solution

To evaluate the log-likelihood function for the given data where:

  • X=45X = 45 (feature)
  • Label Y=0Y = 0 (actual outcome)
  • Predicted probability p^=0.95\hat{p} = 0.95

The log-likelihood function for binary logistic regression is given by:

LL(β)=Ylog(p^)+(1Y)log(1p^)LL(\beta) = Y \cdot \log(\hat{p}) + (1 - Y) \cdot \log(1 - \hat{p})

Substituting the given values:

  • Y=0Y = 0
  • p^=0.95\hat{p} = 0.95

LL(β)=0log(0.95)+(10)log(10.95)LL(\beta) = 0 \cdot \log(0.95) + (1 - 0) \cdot \log(1 - 0.95) LL(β)=log(0.05)LL(\beta) = \log(0.05)

Now, we calculate log(0.05)\log(0.05):

LL(β)=log(0.05)2.9957LL(\beta) = \log(0.05) \approx -2.9957

Thus, the log-likelihood value is approximately -2.996.

Let me know if you want further details or have any questions!

Here are five related questions to expand on this:

  1. How is the log-likelihood function derived in logistic regression?
  2. What is the interpretation of the log-likelihood value in logistic models?
  3. How does the log-likelihood change with different predicted probabilities?
  4. What role does the log-likelihood play in model evaluation?
  5. How can you use log-likelihood in the context of maximum likelihood estimation (MLE)?

Tip: In logistic regression, maximizing the log-likelihood function helps in estimating the model's parameters that best fit the observed data.

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Math Problem Analysis

Mathematical Concepts

Log-likelihood
Binary Logistic Regression
Probability Theory

Formulas

LL(β) = Y * log(ŷ) + (1 - Y) * log(1 - ŷ)
ŷ = Predicted probability
Y = Actual label

Theorems

Log-Loss Function
Maximum Likelihood Estimation

Suitable Grade Level

Undergraduate level (Statistics or Data Science)