Intermediate · Fundamentals
Independently and identically distributed (i.i.d)
Visual diagram · (in preparation) · Math · (in preparation) · Worked example · 3 difficulty levels.
TL;DR. Data points are independent if one does not affect another, and identically distributed if they come from the same underlying probability distribution.
Technical Definition
Data points are independent if one does not affect another, and identically distributed if they come from the same underlying probability distribution.
How it works
Independently and identically distributed (i.i.d.) data is a fundamental assumption in many statistical and machine learning models. It means that each data point is generated without influence from others (independent) and all data points arise from the same unchanging probability distribution (identically distributed). While a useful idealization, real-world data often violates these assumptions.
Related Concepts
- Data science — An interdisciplinary field that extracts knowledge and insights from data using scientific methods, algorithms, and systems.