> In article <[EMAIL PROTECTED]>,
> Glen <[EMAIL PROTECTED]> wrote:
> 
> 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.

So 
(1) how can we always assume that? For example, I get a set of sample
data by obeservation, then I assume i.i.d, then I can draw very far
conclusions from these data involving some complex calculations;

(2) could you give me some pointers to the books discussing this
topic?


Thanks,
Zhutou
.
.
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