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?

  • $\begingroup$ They are not the same and similar questions have been asked here previously. $\endgroup$ May 1 '17 at 21:48
  • $\begingroup$ @MichaelChernick Would you care to elaborate and/or point to similar questions? $\endgroup$ May 1 '17 at 22:17
  • $\begingroup$ Look when I search this site for questions regarding whether the likelihood equals the pdf there are 64 hits. $\endgroup$ May 1 '17 at 22:33