Identically distributed random variables

           The random variables are called identically distributed if each random variable has the same marginal distribution function, that is,

           An important subclass of independent random variables is the independent and identically distributed (iid) random variables. The random variables are called iid if are mutually independent and each of has the same marginal distribution function.

           Example 1 If are iid random variables generated by n independent throwing of a fair coin and each taking values 0 and 1, then are iid and .