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Needs:
Independent Random Variables ›
Needed by:
Supervised Probabilistic Data Models ›
Links:
Sheet PDF ›
Graph PDF ›

Independent and Identically Distributed Random Variables

Why

1

Definition

Two random variables are independent and identically distributed if they are independent and have the same law. A sequence of random variables is independent and identically distributed if the random variables are independent and each random variable has the same law.

Notation

We abbreviate independent and identically distributed by i.i.d. or iid or IID. Each of these is read aloud as “i i d”.

  1. Future editions will include. It is a simplifiying assumption. ↩︎
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