independent identically distributed
Two random variables and are said to be identically distributed if they are defined on the same probability space , and the distribution function of and the distribution function of are the same: . When and are identically distributed, we write .
A set of random variables , in some index set , is identically distributed if for every pair .
A collection of random variables () is said to be independent identically distributed, if the ’s are identically distributed, and mutually independent (http://planetmath.org/Independent) (every finite subfamily of is independent). This is often abbreviated as iid.
|Title||independent identically distributed|
|Date of creation||2013-03-22 14:27:29|
|Last modified on||2013-03-22 14:27:29|
|Last modified by||CWoo (3771)|
|Synonym||independent and identically distributed|