Independent identically-distributed random variables

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.

Related Topics:
Probability theory - Sequence - Random variable - Probability distribution - Independent

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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.

Related Topics:
Acronym - Statistics - Sample - Statistical inference

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