Timeline for What does i.i.d. mean for multivariate case?
Current License: CC BY-SA 4.0
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Nov 2, 2020 at 20:00 | comment | added | whuber♦ | Re "No!" I think this answer (which is not wrong, btw) might just be papering over the issue that troubled the OP: given any sequence $X_1,X_2,\ldots$ of real-valued iid variables we may construct the single random variable $(X_1,X_2,\ldots)$ whose values are in a real vector space and in this sense, I suspect, many authors might freely (and even unconsciously) refer to it as an "iid" variable in the sense that its marginals are independent and identically distributed. | |
Nov 2, 2020 at 19:47 | history | edited | Tobsn | CC BY-SA 4.0 |
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Nov 2, 2020 at 19:42 | comment | added | Tobsn | Discrete rv are in particular real valued. I don't know what censored r.v. are. But that wasn't the point anyway. Whatever we want to call it, the concept of iid is not restricted to real valued random entities. | |
Nov 2, 2020 at 19:28 | comment | added | chl | Using the term "variable" doesn't assume it is real-valued. There are also discrete or censored random variables, to name a few. | |
Nov 2, 2020 at 18:50 | review | Late answers | |||
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Nov 2, 2020 at 18:35 | review | First posts | |||
Nov 2, 2020 at 19:29 | |||||
Nov 2, 2020 at 18:34 | history | answered | Tobsn | CC BY-SA 4.0 |