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In parametric statistics, the goal is to estimate the parameter of a population assuming that we know the form of the density of the population. What happens if we do not know the form of the density of the population? In all practical problems, we do not know the form of the population density. Can someone give me an example of a problem where we know the form of the density of the population and a problem where we do not know the form of the density of the population?

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    non-parametric statistics? http://en.wikipedia.org/wiki/Non-parametric_statistics2011-10-15
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    Look up "[kernel density estimation](http://en.wikipedia.org/wiki/Kernel_density_estimation)" and "orthogonal series density estimation".2011-10-16

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