weak law of large numbers

(45 minutes to learn)


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.


This concept has the prerequisites:

Core resources (read/watch one of the following)


Supplemental resources (the following are optional, but you may find them useful)


See also