[godelski]

People often assume noise is normal and IID but it usually isn't. It's s fine approximation but isn't the same thing, which is what the parent is discussing.

Here's an example that might help you intuit why this is true.

Let's suppose you have a digital camera and walk towards a radiation source and then away. Each radioactive particle that hits the CCD causes it to over saturate, creating visible noise in the image. The noise it introduces is random (Poisson) but your movement isn't.

Now think about how noise is introduced. There's a lot of ways actually, but I'm sure this thought exercise will reveal to you how some cause noise across frames to be dependent. Maybe as a first thought, think about from sitting on a shelf degrading.

[notpushkin]

I think this is geared towards film grain noise, which is independent from movement?

[godelski]

It's the same thing. Yes, not related to the movement of the camera, but I thought that would be easier to build your intuition about silver particles being deposited onto film. You make in batches, right?

The point is that just because things are random doesn't mean there aren't biases.

To get much more accurate, it helps to understand what randomness actually is. It is a measurement of uncertainty. A measurement of the unknown. This is even true for quantum processes that are truly random. That means we can't know. But just because we can't know doesn't mean it's completely unknown, right? We have different types of distributions and different parameters in those distributions. That's what we're trying to build intuition about