Talk:Independent and identically distributed random variables: Difference between revisions

Revision as of 22:13, 10 November 2018

Revision as of 22:14, 10 November 2018

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== I think white noise is not IID ==

IWhiteWhite noise implies constant mean and variance and zero autocorrelation. Correlation only measures linear relationships, and hence does not imply independence, nor does it imply identical probability distribution for all the sequence of ransom variables, since it also concerns itself with the first two mean-centered moments of the distribution. [[User:IntelligentET|IntelligentET]] ([[User talk:IntelligentET|talk]]) 22:13, 10 November 2018 (UTC)