List questions from law-of-large-numbers

Published on 20 Jul 2015 - 15:23

861

Views

Kolmogorov's sufficient and necessary condition for SLLN - What about pairwise uncorrelated RV?

Published on 26 Jul 2015 - 17:45

172

Views

Strong law of large numbers

Published on 06 Aug 2015 - 13:54

415

Views

Law of large numbers for arbitrarily dependent random variables

Published on 11 Aug 2015 - 16:01

86

Views

Intuition behind almost sure limit of $\frac{|S_n|}{n^{1/p}}$

Published on 13 Aug 2015 - 3:57

376

Views

Find the limit distribution of $Y_n =\frac{\sum_{i=1}^{n}X_i}{\sqrt{\sum_{i=1}^{n}|X_i|^2} }$

Published on 17 Aug 2015 - 3:45

523

Views

Showing $\limsup \frac{|S_n|}{n}=\infty$

Published on 17 Aug 2015 - 17:31

474

Views

Show that the likelihood ratio converges to $0$ a.s.

Published on 23 Aug 2015 - 2:26

57

Views

Something like law of large numbers

Published on 23 Aug 2015 - 12:44

139

Views

Law of Large Numbers - utility/difficulty of various versions.

Published on 28 Aug 2015 - 22:52

229

Views

Application of Law of Large numbers (1)

Published on 31 Aug 2015 - 2:10

1.2k

Views

Why weak law of large number still alive?

Published on 05 Sep 2015 - 6:45

172

Views

Strong law of large numbers for i.i.d. random variables with distribution depending on $n$

Published on 07 Sep 2015 - 21:26

68

Views

When does the following sequences of random variables follow SLLN?

Published on 22 Sep 2015 - 15:42

483

Views

An equivalent of a central limit theorem for a geometric mean

Published on 23 Sep 2015 - 21:04

List Question

Check if the weak law of large numbers holds true for the following sequence of random variables

Kolmogorov's sufficient and necessary condition for SLLN - What about pairwise uncorrelated RV?

Strong law of large numbers

Law of large numbers for arbitrarily dependent random variables

Intuition behind almost sure limit of $\frac{|S_n|}{n^{1/p}}$

Find the limit distribution of $Y_n =\frac{\sum_{i=1}^{n}X_i}{\sqrt{\sum_{i=1}^{n}|X_i|^2} }$

Showing $\limsup \frac{|S_n|}{n}=\infty$

Show that the likelihood ratio converges to $0$ a.s.

Something like law of large numbers

Law of Large Numbers - utility/difficulty of various versions.

Application of Law of Large numbers (1)

Why weak law of large number still alive?

Strong law of large numbers for i.i.d. random variables with distribution depending on $n$

When does the following sequences of random variables follow SLLN?

An equivalent of a central limit theorem for a geometric mean

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