In article <[EMAIL PROTECTED]>, Glen <[EMAIL PROTECTED]> wrote: >[EMAIL PROTECTED] (zhutou) wrote in message >news:<[EMAIL PROTECTED]>... >> Hi all, >> We always use the assumption that the sample set is i.i.d, but my >> question is how to check if the sample set is *really* i.i.d?
>You can't. You just cannot do this. For several distinct reasons. You cannot CHECK this, but you can TEST it. One problem is that there are an infinite number of tests, and you can be sure that some of them will fail, even if the sample is really iid. There are many situations in which this is done. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Deptartment of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
