Linked Questions

21
votes
7answers
6k views

Can someone help to explain the difference between independent and random?

In statistics, does independent and random describe the same characteristics? What's the difference between them? We often come across the description like "two independent random variables" or "...
26
votes
6answers
5k views

In layman's terms what is the difference between a model and a distribution?

The answers (definitions) defined on Wikipedia are arguably a bit cryptic to those unfamiliar with higher mathematics/statistics. In mathematical terms, a statistical model is usually thought of as ...
18
votes
2answers
6k views

Is there i.i.d. assumption on logistic regression?

Is there i.i.d. assumption on the response variable of logistic regression? For example, suppose we have $1000$ data points. It seems the response $Y_i$ is coming from a Bernoulli distribution with $...
6
votes
4answers
3k views

Is “ independent and identically distributed” an assumption or a fact ?

This is in the context of two random variables. A frequent assumption (e.g. of the error term in ANOVA) is of independent and identically distributed random variables. There is a question on this site ...
2
votes
2answers
2k views

How to bootstrap panel data?

I'm fitting some machine learning algorithms (e.g. SVM) on my panel data. It's taking too long for my entire dataset, so I'm considering generating smaller samples from bootstrapping then fit the SVM ...
6
votes
1answer
407 views

Simulating the impact of non-IID data on a model

I have data that is non-IID, and I want to estimate if the dependence is bad enough that it will have a noticeable effect on a fitted classifier. I don't think the exact model type will matter in this ...
3
votes
1answer
347 views

IID in real life /Machine Learning - When is data truly IID?

In a course I am studying at Berkeley,some student said about a particular Dataset "Data is not iid" and the lecturer agreed with him. https://youtu.be/kl_G95uKTHw?list=...
1
vote
1answer
405 views

Different assumptions between independent normal and multivariate normal distributions

I have been dealing with multivariate meta analysis lately. In the literature the various authors say that the main assumption of the MVMA is that the different variables are Multivariately ...
2
votes
1answer
252 views

Bootstrapping at group level (time series data)

I have time series of continuous measurements of two different variables $x(t)$ and $y(t)$ measured at times $t_i$. I measured those variables for different subjects (with different characteristics) ...
0
votes
2answers
121 views

But what is a random experiment

I am currently thinking a lot about the definition of probability and one thing that I am really not content with at all is the frequentist definition of probability as long run relative frequencies ...
3
votes
1answer
62 views

Are RNNs inherently flawed? Supervised Learning assumes IID data but sequential data is not IID

From what I understand, Supervised Learning operates under the assumption that the data is I.I.D. It seems to me that the training procedure for RNNs is flawed. We receive observations in a sequential ...
0
votes
1answer
102 views

What are iid random variables? [duplicate]

Why does iid (independent and identically distributed) have same probability distribution. What does it implies.