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:
“In the reproof of chance
Lies the true proof of men.”
—William Shakespeare (1564–1616)
“From whichever angle one looks at it, the application of racial theories remains a striking proof of the lowered demands of public opinion upon the purity of critical judgment.”
—Johan Huizinga (1872–1945)
“The insatiable thirst for everything which lies beyond, and which life reveals, is the most living proof of our immortality.”
—Charles Baudelaire (1821–1867)