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of transformation to i.i.d. implies two specifications, the "i.d." part and the "i." part:

i.d. - The signal level must be balanced on the time axis.

i. - The signal spectrum must be flattened, i.e. transformed by filtering (such as deconvolution) to a white noise signal (i.e. a signal where all frequencies are equally present).

Definition

Definition for two random variables

Suppose that the random variables and

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