I am unable to understand the difference between an estimator and a distribution, for example what is the difference between variance of a distribution and the variance of an estimator, and what is relation between them.
Suppose I can sample $X$ from distribution $D$, and I need to find a good estimate $f(x)$. What kind of an estimator should I use?
I would also like to know about a good resource that discusses estimators in detail.