Exercise · ZW-RANDOM-SAMPLE-010 · ★★★ Advanced

If \(X_1\) and \(X_2\) form a random sample of a discrete variable, which statement is true?

Choose one option.

Show answer
  • B. \(X_1\) and \(X_2\) can take different values, but they have the same distribution

Explanation

Identically distributed does not mean equal: each is a new observation with its own value, and they only share the probability law.

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Review the concept: Random sample

A random sample of size \(n\) is a set of \(n\) independent random variables \(X_i\), all with the same distribution, that represent \(n\) observations from a population.

\[X_1,\dots,X_n\ \text{independent and identically distributed}\]

More practice problems: random sample

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