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-   -   Independent identically distributed random variables (http://www.physicsforums.com/showthread.php?t=224665)

 Somefantastik Mar27-08 11:30 AM

independent identically distributed random variables

For two independent and identically distributed random variables having the exponential distribution, do they have the same lambda value, or are the lambda values different?

 e(ho0n3 Mar27-08 11:43 AM

If the have the same distribution function, then they both must use the same lambda.

 Somefantastik Mar27-08 12:01 PM

I just wasn't sure b/c it looks like Poisson Random Variables can have different lambda parameters.

 e(ho0n3 Mar27-08 12:33 PM

That is true.

 HallsofIvy Mar28-08 06:49 AM

Yes, they can, but your original post said "identically distributed". That doesn't mean only that the both have an exponential distribution but that they have the same exponential distribution. If they are "identically distributed" then everything about the distributions is the same.

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