identically distributed random variable

identically distributed random variable
одинаково распределённые случайные величины

English-Russian scientific dictionary. 2008.

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  • Independent and identically-distributed random variables — IID or iid redirects here. For other uses, see: IID (disambiguation).In probability theory, a sequence or other collection of random variables is independent and identically distributed (i.i.d.) if each has the same probability distribution as… …   Wikipedia

  • Random sequence — A random sequence is a kind of stochastic process. In short, a random sequence is a sequence of random variables. Random sequences are essential in statistics. The statistical analysis of any experiment usually begins with the words let X 1,...,… …   Wikipedia

  • Random matrix — In probability theory and mathematical physics, a random matrix is a matrix valued random variable. Many important properties of physical systems can be represented mathematically as matrix problems. For example, the thermal conductivity of a… …   Wikipedia

  • Exchangeable random variables — An exchangeable sequence of random variables is asequence X 1, X 2, X 3, ... of random variables such that for any finite permutation sigma; of the indices 1, 2, 3, ..., i.e. any permutation sigma; that leaves all but finitely many indices fixed …   Wikipedia

  • Stochastische Variable — Eine Zufallsvariable oder Zufallsgröße (selten stochastische Variable oder stochastische Größe) ist ein Begriff aus dem mathematischen Teilgebiet Stochastik. Man bezeichnet damit eine Funktion[1], die den Ergebnissen eines Zufallsexperiments… …   Deutsch Wikipedia

  • Renewal theory — is the branch of probability theory that generalizes Poisson processes for arbitrary holding times . Applications include calculating the expected time for a monkey who is randomly tapping at a keyboard to type the word Macbeth and comparing the… …   Wikipedia

  • Bapat–Beg theorem — In probability theory, the Bapat–Beg theorem R. B. Bapat and M. I. Beg. Order statistics for nonidentically distributed variables and permanents. Sankhyā Ser. A , 51(1):79 ndash;93, 1989. [http://www.ams.org/mathscinet getitem?mr=1065561… …   Wikipedia

  • Pareto distribution — Probability distribution name =Pareto type =density pdf cdf Pareto cumulative distribution functions for various k with x m = 1. The horizontal axis is the x parameter. parameters =x mathrm{m}>0, scale (real) k>0, shape (real) support =x in [x… …   Wikipedia

  • Information theory — Not to be confused with Information science. Information theory is a branch of applied mathematics and electrical engineering involving the quantification of information. Information theory was developed by Claude E. Shannon to find fundamental… …   Wikipedia

  • Empirical measure — In probability theory, an empirical measure is a random measure arising from a particular realization of a (usually finite) sequence of random variables. The precise definition is found below. Empirical measures are relevant to mathematical… …   Wikipedia

  • Studentized range — In statistics, the studentized range computed from a list x 1, ..., x n of numbers is: frac{max{,x 1,dots,x n,} min{,x 1,dots,x n,{s}, where: s^2 = frac{1}{n 1}sum {i=1}^n (x i overline{x})^2, is the sample variance and: overline{x} = frac{x 1 +… …   Wikipedia


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