Talk:Independent and identically distributed random variables: Difference between revisions
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: I agree that there are big problems here. As well as those identified, the word "sequence" usually implies "countable", but sets of non-countably many iid rvs are often defined in the literature (e.g. [http://www.sciencedirect.com/science/article/pii/0022053185900596 here]). The notion of sequence also adds a point of confusion for the reader when the article comes to "independent of the random variables that came before it". What about "after it"? What if there is no natural order? It has to be rewritten without the concept of the rvs coming in some order at all, which isn't so difficult. Then there is the section "Definition" which only defines pairwise independence and I strongly suspect that definition is wrong. [[User:McKay|McKay]] ([[User talk:McKay|talk]]) 03:01, 20 November 2017 (UTC)
== I think white noise is not IID ==
IWhite 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)
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