(For those familiar with likelihood functions in a general setting). i. Simulate 200 observations from an exponential distribution and compute both the likelihood function and the average of the 200...


(For those familiar with likelihood functions in a general setting).


i. Simulate 200 observations from an exponential distribution and compute both the likelihood function and the average of the 200 leave-one-out cross-validation likelihood functions.


ii. Perform the entire process in part (i) many times (perhaps 500), get a summary of the difference between the likelihood function and the average of the leave-one-out crossvalidation likelihoods over the 500 simulations.


iii. Explain how this relates to AIC as a cross-validation value.



May 05, 2022
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