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This is all in the context of the data-generating distribution (or underlying distribution of the data). You can check another answer I made for more details on this.

Remove the "in the context of ..." part, the first sentence is "This is all".

Neither cambridge or oxford gives a definition or explanation.

"this is all" is part of "this is all I know" or "this is all I have", what does "this is all" mean here?


Are you sure you are parsing this right? IMO, it means

This is all in the context of... = all of this is in the context of...

where all is an adverb instead of a pronoun.

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In the link provided by you the order of words is wrong.

The correct statement would be “This all is in the context of ...”

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