Monday, March 27, 2006

Independet Identically Distributed (I.I.D)

In probability theory, a sequence or other collection of random variables is independent and identically distributed (i.i.d.) if each has the same probability distribution as the others and all are mutually independent.

The acronym i.i.d. is particularly common in statistics, where observations in a sample are often assumed to be (more-or-less) i.i.d. for the purposes of statistical inference. The assumption (or requirement) that observations be i.i.d. tends to simplify the underlying mathematics of many statistical methods. In many practical applications, it is unrealistic.

No comments: