0
$\begingroup$

I am a bit confused when I read "iid distribution".

It looks to me like what is called "uniform distribution" i.e. a distribution of probability that is constant in a range. Am I correct in thinking this?

What distributions could be considered "iid" other than the simple "uniform" one? Reading on Wikipedia it is mentioned Levy Processes, not even the uniform. In which way should I think of what is supposed to be an IID distribution?

Kind Regards AFG

  • 0
    There is absolutely no connection with uniform distribution. A bunch of IID random variables *might* have the same uniform distribution, but they might have the same normal distribution, or Poisson distribution.2011-10-03
  • 0
    At the risk of repeating things already said: *iid distribution* means nothing. The phrase is *iid random variables* (random variables instead of distribution, and plural instead of singular).2011-10-04
  • 0
    Hi Didier. You are right. Reading back the question I think is not very well posted..let's say that it reveals doubt I had before all these responses.2011-10-04

1 Answers 1