A restricted density family can poorly fit data with a different distribution; specifically, fitting a normal distribution to bimodal data places probability mass between the modes.

“The issue with this is, and people notice is very quickly, is that now you are very constrained by the actual density. So let's say your data is not normally distributed. Let's say it has let's say”

“you it's bimodal. Now, your actual density no fits, right? So basically what would happen is we if you imagine you have like a a mode here and we have a mode here, then a non then just fitting a normal will put uh all the mass basically in the middle and kind of try to split the difference.”