RW1 HYPOTHESIS: INDEPENDENT INCREMENTS,
IDENTICALLY DISTRIBUTED INFORMATION
Sung [25] obtained the following result for
identically distributed negatively associated random variables.
We ran the ARCH-LM residual test (given in Appendix A) for the standardised residuals extracted from both AR(1)-GARCH(1,1) model and found no evidence against the independent
identically distributed (iid) hypothesis for the residuals.
n] be independent and
identically distributed oblate spheroids with isotropic orientation.
However, a natural consequence of adopting a time-dependent model is that the data cannot be considerate as independent and
identically distributed.
This study seems to provide some strong evidence that players' games are not independent,
identically distributed trials, as statisticians have assumed all these years, and it may even provide evidence that things like hot hands are a part of baseball streaks.
1] of independent and
identically distributed positive random variables with distribution function F and mean value [mu].
n] } are independently and
identically distributed (i.
Suppressing the dollar symbol, let us denote the independent and
identically distributed random bids by [B.
Simultaneously, by examining the two different sampling schemes, we can determine whether contiguous sites are independently and
identically distributed (i.
The censoring has the effect that [Mathematical Expression Omitted] and [Mathematical Expression Omitted] are not
identically distributed even if [[Epsilon].
In addition, we confirm Blume's finding that there are significant biases associated with the use of the arithmetic and geometric averages, even when returns are independently and
identically distributed each period.
