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Andras Farago's user avatar
Andras Farago's user avatar
Andras Farago's user avatar
Andras Farago
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Can deleting a random entry from an iid sequence destroy the iid property?
@IosifPinelis Yes, you are right, the positive dependence indeed stays for the 0-1 case, for every $n$. But as $n$ grows large, this dependence appears to be vanishing, Thus, we may say that for large $n$ if we delete a random 1 from an iid 0-1 sequence, then the leftover remains "almost" iid. I wonder, if there is any case where this vanishing does not happen, even as $n$ grows large. Or could it be true that any elimination rule leaves a leftover sequence which approaches an iid one as $n$ grows? Of course, one would have to precisely define what "approaches" means. Also, how fast is it?
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Can deleting a random entry from an iid sequence destroy the iid property?
@IosifPinelis The intuitive argument at the end of your answer does not seem to work for the 0-1 case, because the maximum is almost always the largest possible value (1). The only exception is when all terms are 0, but if the entries take value 1, say, with probability 1/2, and $n$ is large, then this happens with exponentially small probability. We may say that let's start with a conditionally iid sequence, where the condition is that not all terms are 0. Is it true that leaving out a random 1, the leftover will not be iid even in this case?
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Can deleting a random entry from an iid sequence destroy the iid property?
Nice example! Could the argument be carried over to the example mentioned in the last paragraph of the original question?
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