---
title: "independently and identically distributed"
type: concept
related: [Probability Mass Function, Independently And Identically Distributed, Variance, Random Variables, Central Limit Theorem]
source: https://www.jemoka.com/posts/kbhindependently_and_identically_distributed/
confidence: high
status: active
---

\(n\) random random variables are IID if they are
independent identically distributed (see below) &ldquo;identically distributed&rdquo; Consider \(n\) random variables:
\(X_i\) all have the same PMF / PDF and therefore, all have the same expectation and variance central limit theorem when things are IID, you can use central limit theorem.
