I am reading [Statistical Rethinking (Section 4.3)][1]. When talking about the i.i.d. assumption, the author says: > The i.i.d. assumption doesn't have to seem awkward, however, as long as you remember that probability is inside the golem [the model], not outside in the world. The i.i.d. assumption is about how the golem represents its uncertainty. It is an epistemological assumption. [...] The point isn't to say epistemology trumps reality, but rather that in ignorance of [...] correlations **the most conservative distribution to use is i.i.d.** Why is i.i.d. the most conservative distribution? Because it does not introduce additional assumptions in the model? [1]: https://www.crcpress.com/Statistical-Rethinking-A-Bayesian-Course-with-Examples-in-R-and-Stan/McElreath/p/book/9781482253443