In the context of a discussion of consistency of an estimator $\hat{\theta}_n$ (where n is the sample size), what is the meaning of its pdf? Is it the same as its likelihood function?
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They are not the same and similar questions have been asked here previously. – Michael R. Chernick May 01 '17 at 21:48
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@MichaelChernick Would you care to elaborate and/or point to similar questions? – Andrey Portnoy May 01 '17 at 22:17
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Look when I search this site for questions regarding whether the likelihood equals the pdf there are 64 hits. – Michael R. Chernick May 01 '17 at 22:33