Let $X_1, X_2, \dots, X_n$ be a random sample from a population with probability density function (pdf) $f(x; \theta)$, where $\theta$ is an unknown parameter (or vector of parameters) belonging to a parameter space $\Theta$.
The behavior of an RV is described by:
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The core question: Given observed data, what can we say about the unknown process that generated it? Let $X_1, X_2, \dots, X_n$ be a random