strong law of large numbers
A sequence of random variables with finite expectations in a probability space is said to satisfiy the strong law of large numbers if
where stands for convergence almost surely.
When the random variables are identically distributed, with expectation , the law becomes:
Kolmogorov’s strong law of large numbers theorems give conditions on the random variables under which the law is satisfied.
|Title||strong law of large numbers|
|Date of creation||2013-03-22 13:13:10|
|Last modified on||2013-03-22 13:13:10|
|Last modified by||Koro (127)|