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Meaning of Independent Identically distributed random variables

  1. Mar 18, 2010 #1
    I am a little fuzzy on the meaning of Independent Identically distributed random variables. I understand the independent part but still not 100% on the identically distributed part. I understand that identically distributed means they have the same pdf and cdf but does this mean that they have the same mean and variance?

    For example if i have a sequence of random variables: N(0,1),N(2,4),N(3,5) and they are all independent are they IID?
     
  2. jcsd
  3. Mar 18, 2010 #2

    jav

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    Re: Iid?

    If they have the same pdf, then they by definition have the same mean and variance.
     
  4. Mar 18, 2010 #3

    mathman

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    Re: Iid?

    They are all normal, but since the parameters are different, the distribution functions are different. (Not IID, only I).
     
    Last edited: Mar 18, 2010
  5. Mar 18, 2010 #4
    Re: Iid?

    Thanks.
     
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