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Sets and Events

  • Sidney I. Resnick
Chapter
Part of the Modern Birkhäuser Classics book series (MBC)

Abstract

The core classical theorems in probability and statistics are the following: The law of large numbers (LLN): Suppose \(\{X_n, n \geq 1\}\) are independent, identically distributed (iid) random variables with common mean \(E(X_n) = \mu\). The LLN says the sample average is approximately equal to the mean, so that
$$\frac{1}{n}\sum \limits^n_{i=1} X_i \rightarrow \mu.$$

Keywords

Countable Union Symmetric Difference Finite Union Finite Intersection Monotone Sequence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Information EngineeringCornell UniversityIthacaUSA

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