Proof
Given X1, X2, ... an infinite sequence of i.i.d. random variables with finite expected value E(X1) = E(X2) = ... = µ < ∞, we are interested in the convergence of the sample average
The weak law of large numbers states:
Theorem:
Read more about this topic: Law Of Large Numbers
Famous quotes containing the word proof:
“War is a beastly business, it is true, but one proof we are human is our ability to learn, even from it, how better to exist.”
—M.F.K. Fisher (1908–1992)
“a meek humble Man of modest sense,
Who preaching peace does practice continence;
Whose pious life’s a proof he does believe,
Mysterious truths, which no Man can conceive.”
—John Wilmot, 2d Earl Of Rochester (1647–1680)
“Sculpture and painting are very justly called liberal arts; a lively and strong imagination, together with a just observation, being absolutely necessary to excel in either; which, in my opinion, is by no means the case of music, though called a liberal art, and now in Italy placed even above the other two—a proof of the decline of that country.”
—Philip Dormer Stanhope, 4th Earl Chesterfield (1694–1773)