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Independent and identically distributed random variables
Important notion in probability and statistics / From Wikipedia, the free encyclopedia
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"IID" and "iid" redirect here. For other uses, see IID (disambiguation).
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.
![A chart showing uniform distribution. Plot points are scattered randomly, with no pattern or clusters.](http://upload.wikimedia.org/wikipedia/commons/thumb/b/b3/Laglag_h%3D001.png/320px-Laglag_h%3D001.png)