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Next: Law of large Up: 2.2.1 The Law of Previous: Independent random variables Identically distributed random variables

Definition 14   $ X$ and $ Y$ are Identically distributed if

$\displaystyle P(a \le X \le b) = P(a\le Y \le b) $

for all $ a,b$.

Remark: We say that $ X$ and $ Y$ are i.i.d. if they are independent and identically distributed.

Eran Borenstein