A fundamental question in practice is: How shall we choose the probability densi

A fundamental question in practice is: How shall we choose
the probability density function in describing any given experiment? The answer
depends to a great extent on the amount and kind of information available to us
about the experiment. In some cases we can see that the outcomes are equally
likely. In some cases we can see that the experiment resembles another already
described by a known density.In some cases we can run the experiment a large number of
times and make a reasonable guess at the density on the basis of the observed
distribution of outcomes as we did in Chapter 1. In general the problem of
choosing the right density function for a given experiment is a central problem
for the experimenter and is not always easy to solve (see Example 2.6). We
shall not examine this question in detail here but instead shall assume that
the right density is already known for each of the experiments under study.