ABSTRACT
Recall from Volume I that in the field of statistics we represent important data-related prob-
lems and questions in terms of questions about distributions and their parameters. Thus our
goal is to use dataX ∈ X to estimate or draw conclusions about aspects of the probability distributionP ofX . The probability distribution P is assumed to belong to a classP of distributions called the model. Examining what models are useful for answering data-related
questions is an important part of statistics. In Volume I we considered three cases with a
focus on the first:
(1) P is a member of a parametric class of distributions {Pθ : θ ∈ Θ},Θ ⊂ Rd, and our interest is in θ or some vector q(θ).
