Email Gateway (Feb 11 2021 at 05:40): Email Gateway (Feb 11 2021 at 05:40):From: Gerwin Klein <kleing@unsw.edu.au>
The Laws of Large Numbers
By Manuel Ebers
The Law of Large Numbers states that, informally, if one performs a random experiment X many times and takes the average of the results, that average will be very close to the expected value E[X].
In this entry, I formally prove the strong law and from it the weak law. The approach used for the proof of the strong law is a particularly quick and slick one based on ergodic theory, which was formalised by Gouëzel in another AFP entry.
https://www.isa-afp.org/entries/Laws_of_Large_Numbers.html
Enjoy!
Gerwin
Last updated: Jan 04 2025 at 20:18 UTC