weak law of large numbers

(45 minutes to learn)

Summary

Roughly, the laws of large numbers state that if a random variable is sampled many times, the average of all the values approaches the expectation. In particular, the weak law states that the probability of the average of n trials differing by more than some value epsilon goes to zero as n goes to infinity. Unlike the strong law, it only requires that the variables be uncorrelated, not necessarily independent.

Context

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See also