Independent and identically distributed random variables information
Important notion in probability and statistics
"IID" and "iid" redirect here. For other uses, see IID (disambiguation).
A chart showing uniform distribution
In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent.[1] This property is usually abbreviated as i.i.d., iid, or IID. IID was first defined in statistics and finds application in different fields such as data mining and signal processing.
^Clauset, Aaron (2011). "A brief primer on probability distributions" (PDF). Santa Fe Institute. Archived from the original (PDF) on 2012-01-20. Retrieved 2011-11-29.
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