Define_method is a (private) method of the object Class . You are calling it from an instance . There is no instance method called define_method so it recurses to your method_missing this time with :define_method (the name of the missing method), and :screech (the sole argument you passed to define_method ).
Self.class. Define_method(:screech) doesn't work,because define_method is private method you can do that.
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