Say I want to distinguish the expected value for some random variable $\mathbb{E}(\eta)$ from its most likely / probable value.
Is there a conventional, succinct way to refer to the latter, other than: $MostProbableValue(\eta)=\cdots$ ?
Say I want to distinguish the expected value for some random variable $\mathbb{E}(\eta)$ from its most likely / probable value.
Is there a conventional, succinct way to refer to the latter, other than: $MostProbableValue(\eta)=\cdots$ ?
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As already noted by MPW in the comments. The value is not unique. Also it does not need to exist (e.g. exponential distribution on $(0,\infty)$, which does not assume it's max on the definition range.). Hence a functional notation $MaxProb(P)$ would not be missleading.
On the other hand, a Maximum-Likelyhood-estimator of a statistic $\theta$ is often written as $\hat{\theta}$.
If you view the identity random variable $I: \Omega \rightarrow \Omega$, as statistic, you can write $\hat{I}$ for the most probable value.