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Feb13-12, 04:06 PM
P: 180
Thanks folks.

But I have a follow up question. The term IID- independent and identically distributed - a commonly used qualifier for most random variables.

If I am taking samples of a random variable, I am picking points from one distribution. Why do I have to use the qualifier 'identically distributed'?

Also, how does a non-identically distributed sample of a random variable look?