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Probability: Difference between revisions
→Law of Large Numbers
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The sample mean converges to the population mean in probability.<br> | The sample mean converges to the population mean in probability.<br> | ||
For all <math>\epsilon > 0</math>, | For all <math>\epsilon > 0</math>, | ||
<math>\ | <math>\lim_{n \rightarrow \infty} P(|\bar{X}_n - E(X)| \geq \epsilon) = 0</math> | ||
;Notes | |||
* The sample mean converges to the population mean almost surely. | |||
==Relationships between distributions== | ==Relationships between distributions== | ||