Why is the equilibrium constant unaffected by a change of the initial concentration? In my class, it was taught that the equilibrium constant does not vary with 
the intial concentration of the reactants? Why is it so?
Clearly the math tells you that the equilibrium constant is independent of the initial compositions:

For $a\mathrm{A}+b\mathrm{B}\rightarrow c\mathrm{C}+d\mathrm{D}$,
$$K_c=\frac{[\mathrm{C}]^c[\mathrm{D}]^d}{[\mathrm{A}]^a[\mathrm{B}]^b}$$
where $[\mathrm{C}]$, $[\mathrm{D}]$, $[\mathrm{A}]$, and $[\mathrm{B}]$ are concentrations at equilibrium.

This makes some sense intuitively: the rate of the reaction is dependent only on the present concentrations of compounds (and some other stuff like pressure and temperature), not previous concentrations. And equilibrium is defined as a position where the rate of forward and backward reactions are the same.