January 11

  • i.i.d: Independent and identically distributed (in regards to multiple distributions) Mathematically, distributions X1,X2,...,Xn are i.i.d if:fX1,X2,...,Xn(x1,x2,...,xn)=f(x1)f(x2)⋅...⋅f(xn)n is the samples size, and Xnˉ=1n(X1+X2+...+Xn) is the sample mean\text{Mathematically, distributions } X_1, X_2, ..., X_n \text{ are i.i.d if:} \\ f_{X_1, X_2, ..., X_n}(x_1, x_2, ..., x_n) = f(x_1)f(x_2) \cdot ... \cdot f(x_n) \\ \text{n is the samples size, and } \bar{X_n} = \frac{1}{n} (X_1 + X_2 + ... + X_n) \text{ is the sample mean}