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This chapter: classical inference We view the unknown parameter 0 as a deterministic(not random! )but unknown quantit ity a The observation x is random and its distribution Px(x; 0)if X is discrete a x(x; 0)if X is continuous depends on the value of 0This chapter: classical inference ◼ We view the unknown parameter 𝜃 as a deterministic (not random!) but unknown quantity. ◼ The observation 𝑋 is random and its distribution ❑ 𝑝𝑋 𝑥; 𝜃 if 𝑋 is discrete ❑ 𝑓𝑋 𝑥; 𝜃 if 𝑋 is continuous depends on the value of 𝜃
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