<p>I confess that I made a new tag: <code>identity</code>. A search of 'identity' on the main site yielded 1110 questions, and being able to label something as an identity and search for it is a good thing. Identities are extremely important when writing new statistical density functions, and can disguise two expressions that are equal, but not recognizably so. When I develop new pdf's, CDF's, expected values, and the like, I keep a separate list of useful identities that makes it possible for me to work through those statistical formulas.</p>

<p>Identities are important to note explicitly because if you do not know them by heart, or at least recognize that they might exist for a function, you will be stuck completely doing integration (e.g., CDF finding), simplification, expectation, proofs, and other mathematical steps. Almost any class of functions has numerous identities the existence of which should be known to do novel statistical development work. For example, hyperbolic functions have <a href="https://en.wikipedia.org/wiki/Hyperbolic_function#Identities" rel="nofollow noreferrer">numerous identities</a>. </p>

<p>So, question is, what do you think about <code>identity</code> as a new tag? See <a href="https://stats.stackexchange.com/questions/195460/understanding-an-estimator-identity">Understanding an Estimator Identity</a> as an example. </p>
