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Weak Law of Large Numbers

Chebychev's Inequality implies: For X a discrete or continuous rv with $\mu=E(X)$ and finite $Var(X)=\sigma^2$,

\begin{displaymath}P(\left\vert \frac{S_n}{n} -\mu \right\vert \leq \epsilon)
\longrightarrow_{n\rightarrow \infty} 0\end{displaymath}



Susan Holmes
1998-12-07