Inter trial stationarity

When conducting multiple trials of an experiment, we hope to be able to assume that the trials are independent of each other and the experimental conditions are stationary. But how can we show this? Some sort of statistical test would be nice...but that would still require independence, wouldn't it? So many things to assume to release a little bit of assumption. What an irony.

[Lecturenote] Statistical inference

• Exponential family
• Sufficiency
  
• Rao-blackwell theorem
• Stein's identity
• Unidentifiable: a family of probability distributions that cannot be discriminated by its parameter, i.e., two parameters may have the same distribution