4 ms·
I'm confused by your example also ... if the points are iid then how can the order influence the estimate? They are independent of each other, so there is no wa
by zmmmmm 6y ago
I'm confused by your example also ... if the points are iid then how can the order influence the estimate? They are independent of each other, so there is no way for points 1 - 5 to influence the next data value sampled from the distribution.
Or to put it another way, if i(D) is a function of the ordering, then isn't by definition the ultimate random process observed through i(D) not iid even if D is iid?
- 6gvONxR4sf7o 6y agoIf the points are iid, it’s crazy for the order to affect the estimate, but not off limits. This paper goes into it more thoroughly: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.691.5256&rep=rep1&type=pdf http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.691...
- zmmmmm 6y agothanks - that was an amazing read!