Understanding the likelihood function

The likelihood function is defined as --

P(Data|Parameter) - This means, The probability that the parameter would generate the observed data. Here, data refers to the independent variables.

This makes no sense to me because we generate parameters from the data, not the other way round. Data remains constant.

Can somebody explain clearly what P(Data|Parameter) exactly is?

Topic parameter-estimation

Category Data Science


$P(data|parameter)$ is not used in the sense of generating new data, but rather in the sense of how probable is that this data have been already generated by such parameters.

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