Statistics and Information
Parametric model A statistical model is parametric if the probability distribution of $X$ belongs to some family of distributions indexed by some parameter $\theta$ of finite dimension. Definition: Parametric model A parametric model is a set of probability distributions $\mathcal{P} = \{P_\theta, \theta \in \Theta\}$ with $\Theta \subset \mathbb{R}^d$ for some finite dimension $d$. Our main goal is to use the observations $X_1, \dots, X_n$ to learn the value of $\theta$. Note that it is possible to do so only if each probability distribution $P_\theta \in \mathcal{P}$ is defined by a unique parameter $\theta$. ...