To associate the LSE with a probability density function post-estimation (point predictive distribution), it is essential to derive it from the maximum likelihood principle. The initial step involves assigning a probability density function (pdf) or likelihood function to the data generation process. In LSE, the Normal distribution (N ) with a mean equal to the predictive model (ϕ(x, W )) with predictors x, parameters W and unknown variance σ 2 is used: