Independent identically distributed random variables

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Discussion Overview

The discussion revolves around the properties of independent and identically distributed (i.i.d.) random variables, specifically focusing on the exponential distribution and the implications of having the same lambda parameter.

Discussion Character

  • Technical explanation, Conceptual clarification, Debate/contested

Main Points Raised

  • One participant questions whether two i.i.d. exponential random variables must have the same lambda value.
  • Another participant asserts that if the random variables have the same distribution function, they must share the same lambda parameter.
  • A different participant notes confusion stemming from the fact that Poisson random variables can have different lambda values.
  • One participant confirms the previous statement regarding Poisson variables but emphasizes that "identically distributed" implies that all characteristics of the distributions, including the lambda parameter, must be the same.

Areas of Agreement / Disagreement

Participants express differing views on the implications of being identically distributed, with some asserting that identical distribution necessitates the same lambda, while others highlight potential confusion with different types of distributions.

Contextual Notes

The discussion reflects uncertainty regarding the definitions and implications of distribution parameters, particularly in relation to different types of random variables.

Somefantastik
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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?
 
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If the have the same distribution function, then they both must use the same lambda.
 
I just wasn't sure b/c it looks like Poisson Random Variables can have different lambda parameters.
 
That is true.
 
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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