Independent identically distributed sequence
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An IID sequence requires every variable to have the same distribution and every finite subfamily to be mutually independent.
mko-iid-sequence · definition · v0.10.0
Mathematical statement
This slice uses a symbolic Bernoulli(p) infinite product-law cylinder certificate: each finite binary word has probability p raised to its number of ones times (1−p) raised to its number of zeros. A finite prefix can only certify a finite IID family; by itself it does not certify the infinite sequence.
Representative formula (exact TeX)
I(X)
Assumptions
- p is an exact rational number in [0,1], and a cylinder word is a finite binary sequence.
- An infinite IID claim explicitly requires the symbolic product-law certificate; equal expectations or one checked prefix are insufficient.
Symbol scope
I— IID-sequence recordX— sequence of random variablesp— common Bernoulli parameter
Intuition, definition, and misconceptions
Identical distribution checks the full common marginal, not just its mean.
Independence quantifies over every finite subfamily.
The Bernoulli product law supplies a uniform cylinder formula for every finite binary word.
Equal expectations, pairwise independence or a fixed checked prefix do not establish an infinite IID sequence.
Adopted derivation guide
IID sequence: proving IID from the Bernoulli(1/3) cylinder product formulaThe original MKO is retained. The guide has its own append-only revision and verification boundaries, not a new Lean proof.
Prerequisites
- Independence of random variables — Every finite subfamily must be mutually independent.
- Discrete-time stochastic process — The variables are indexed by discrete time.
- Sequence — The infinite variable family is represented as a sequence.
- Finite joint distribution — Each finite cylinder has an exact joint law.
- Expectation in finite models — A common mean is a consequence, not a certificate of identical distribution.
Verification boundary
The infinite claim relies only on the explicitly declared Bernoulli symbolic product-law certificate; no LLN, CLT or additional Markov conclusion is inferred.
not_formalized
This does not mean the content is false; it means no replayable computational or formal evidence is registered yet.
Next obligation
Add the weak law of large numbers and central limit theorem.
Same-source structured data
This page and the interactive view use the same object and existing language edition; this adds no proof or human review.
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