Let $X_1,\dots,X_n$ be iid non negative random variables. What is are necessary and sufficient conditions of a function $f$ for the random variables $f(X_1),\dots,f(X_n)$ to be iid?
For example is it true if $f$ is non negative and continuous?
Let $X_1,\dots,X_n$ be iid non negative random variables. What is are necessary and sufficient conditions of a function $f$ for the random variables $f(X_1),\dots,f(X_n)$ to be iid?
For example is it true if $f$ is non negative and continuous?
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It is sufficient that $f$ is measurable. That is the inverse of an open subset of $\mathbb{R}$ is a measurable subset of $\mathbb{R}$.
In particular, if $f$ is continuous it is measurable so it will definitely work for continuous functions $f$.