Parametric Inference

Abstract

We now turn our attention to parametric models, that is, models of the form

$$\mathfrak{F} = \left\{ {f\left( {x;\theta } \right):\theta \in \Theta } \right\}$$

((9.1))

where the Θ ⊂ ℝ^k is the parameter space and θ = (θ ₁,..., θ _k) is the parameter. The problem of inference then reduces to the problem of estimating the parameter θ.