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# Re: st: truncation problem with an exponential : way around?

 From Maarten buis <[email protected]> To [email protected] Subject Re: st: truncation problem with an exponential : way around? Date Thu, 28 Jan 2010 10:17:06 -0800 (PST)

```--- On Thu, 28/1/10, László Sándor wrote:
> I ran into a standard problem when coding up an estimator :
> at a point to use simply Bayes' rule, I thought I'd
> calculate proper likelihood from log-likelihood. This broke
> down very fast for any test runs, and now I know why : the
> number got that big that it became meaningless on a computer.
>
> If I want to keep my code general, so I cannot simply rescale
> this or that variable, what else could I do? What is the
> normal way out?

The standard way is to keep working on the log-likelihood scale,
so, for example, you would transform Bayes theorem as below:

p(a|b) = p(b|a) p(a)/p(b)
ln[p(a|b)] = ln[p(b|a) p(a)/p(b)]
ln[p(a|b)] = ln[p(b|a)] + ln[p(a)] - ln[p(b)]

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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