Date: Thu, 7 Jul 2005 13:28:49 -0400
Reply-To: Richard Ristow <wrristow@MINDSPRING.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Richard Ristow <wrristow@MINDSPRING.COM>
Subject: Re: precision & size limits
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At 10:36 AM 7/7/2005, Walter Yaggins wrote:
>Thanks to all. It's a maximum likelihood function:
>where a and b grow to be quite fairly large integers (in the 100s).
All right: this is the combinatorial case, as are likelihood functions
in general, and can generate immensely large or small numbers under
>I guess I have to do some math, and figure out how to scale it all
That may not work; combinatorial problems produce wide dynamic ranges,
not just large (or very small) magnitudes.
The usual solution is to maximize the log of the likelihood function
a*(log(a)-log(b)) + (c-a)(log(c-a) + log (c-b))
(If I have the algebra right, which I don't, always.)
Is that more workable for you?