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IID is an acronym that stands for independent and identically distributed. In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent. IID in general only really holds in linear systems but by imposing these assumptions one can say things about the macro system without actually looking at what is really going on inside. It is possible to say that it will follow the law of large numbers, the central limit theorem. One can use mean field theory, make estimations, and talk about the average or “normal”.

2016-10-13T22:14:31+00:00