Abstract
To draw statistical inferences from an observation y a researcher assumes that y is a realization (or drawing of a passible value) of a random object, say Y, governed by a probability measure PY. PY is unknown but assumed to belong to a collection ρ of probability measures. ρ is called the statistical model or specification. Typically y is a vector or matrix of numerical observations and Y is a corresponding array of random variables.
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© 1986 Springer-Verlag Berlin Heidelberg
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Hildreth, C. (1986). Simultaneous Equations. In: The Cowles Commission in Chicago, 1939–1955. Lecture Notes in Economics and Mathematical Systems, vol 271. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-61644-0_2
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DOI: https://doi.org/10.1007/978-3-642-61644-0_2
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