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Independent identically distributed random variables

  1. Mar 27, 2008 #1
    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?
  2. jcsd
  3. Mar 27, 2008 #2
    If the have the same distribution function, then they both must use the same lambda.
  4. Mar 27, 2008 #3
    I just wasn't sure b/c it looks like Poisson Random Variables can have different lambda parameters.
  5. Mar 27, 2008 #4
    That is true.
  6. Mar 28, 2008 #5


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    Science Advisor

    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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