# I.I.D what does this stand for?

So almost everywhere in the book it's written "random variables are IID", what does this mean?

I think it means independent and identically distributed but not sure.

So by definition A and B R.V are independent means that:

$p(A\cup B)=p(A)+p(B)$ right?

But what does identically distributed mean? Does it mean that the variables have the exact same distribution?

Thanks a lot!

• wiki:/iid rv – Sasha Oct 2 '13 at 14:34
• "by definition A and B R.V are independent means that: p(A∪B)=p(A)+p(B) right?" No, absolutely not right. – Did Oct 2 '13 at 15:52
• Okay, it's $p(a,b)=p(a)*p(b)$ but can you please tell me why it's not right? – wwbb90 Oct 2 '13 at 17:39
• I mean doesn't it directly follow from the definition as an equivalent definition? – wwbb90 Oct 2 '13 at 17:39