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Moments and Laws of Large Numbers

Part of the Universitext book series (UTX)

The most important characteristic quantities of random variables are the median, expectation and variance. For large n, the expectation describes the typical approximate value of the arithmetic mean (X1 + … + X n )/n of i.i.d. random variables (law of large numbers). In Chapter 15, we will see how the variance determines the size of the typical deviations of the arithmetic mean from the expectation.

Keywords

Poisson Process Independent Random Variable Monotone Convergence Theorem Geiger Counter Real Random Variable 
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-Verlag London Limited 2008

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