Definition, Meaning & Synonyms

iid

Adjective

ˌaɪˌaɪˈdiː

Definition

Independently and identically distributed; a statistical assumption that random variables are both independent from each other and have the same probability distribution.

Examples

The assumption of iid is essential when conducting hypothesis tests.
Many algorithms in machine learning are designed under the assumption that the data is iid.
In order to apply the law of large numbers, the random variables must be iid.

Meaning

In statistics, ‘iid’ refers to a set of random variables that are all drawn from the same probability distribution and are mutually independent. This concept is crucial in many statistical methods and models, such as the Central Limit Theorem.