Statistics Foundations of statistics Concept
Identifiability
Summary
A statistical model is identifiable when different parameter values give different laws of the data. Then the law of the data determines the parameter, and it makes sense to estimate the parameter. Without identifiability no amount of data can separate parameters that give the same law, and consistent estimation of them is impossible.
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| Tag | 605M5NMFD5 |
|---|---|
| URI | m2://605M5NMFD5 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62A01, 62F99 |
| Same as |
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