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Reference.org
Independent and identically distributed random variables
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<p>In <a href="/facts/Probability_theory/mFBn51rE">probability theory</a> and <a href="/facts/Statistics/DNPsKGYU">statistics</a>, a collection of <a href="/facts/Random_variable/TwTBXnLT">random variables</a> is independent and identically distributed (<i>i.i.d.</i>, <i>iid</i>, or <i>IID</i>) if each random variable has the same <a href="/facts/Probability_distribution/EpsKKVRu">probability distribution</a> as the others and all are mutually <a href="/facts/Independence_(probability_theory)/NUzQtnUL">independent</a>. IID was first defined in statistics and finds application in many fields, such as <a href="/facts/Data_mining/AH53q5ac">data mining</a> and <a href="/facts/Signal_processing/Npaja6zb">signal processing</a>. </p>