next up previous contents
Next: 2.2.2 The Central Limit Up: 2.2.1 The Law of Previous: Identically distributed random Law of large numbers (LLN)

If $ X_1,X_2,\dot.$ are i.i.d. r.v.s with mean $ \mu$, then:

$\displaystyle \frac{1}{n} \sum_{k=1}^n X_k \rightarrow \mu$    as $\displaystyle n \rightarrow \infty $

This is the ``law of averages''.

Click here to download handouts showing matlab demonstrations of the LLN.

Eran Borenstein