Nonparametric inference with hacker stats

In this section, we will learn about how to perform statistical inference when we do not have a generative model in mind. Because there is no generative model, there are no parameters, and, as such, this class of inference problems are referred to as nonparametric. As you may have guessed, we will employ the plug-in principle to use the empirical distribution as an approximation for the unknown true generative distribution.