Let $X_{k}$ be i.i.d random variables with $E[X_{k}]=\mu$ and $Var(X_{k})=\sigma^{2}<\infty$ and let $\bar{X}=\frac{1}{n}\sum_{k=1}^{n}{X_{k}}$. Let $$S^{2}=\frac{1}{n-1}\sum_{k=1}^{n}{(X_{k}-\bar{X})^{2}}(n\geq 2)$$ be the sample variance. Does $S^{2}$ converges almost surely and what is (if it exists) its limit?
2026-03-26 14:32:30.1774535550
sample variance converges almost surely
1.2k Views Asked by user525192 https://math.techqa.club/user/user525192/detail At
1
There are 1 best solutions below
Related Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in PROBABILITY-THEORY
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Another application of the Central Limit Theorem
- proving Kochen-Stone lemma...
- Is there a contradiction in coin toss of expected / actual results?
- Sample each point with flipping coin, what is the average?
- Random variables coincide
- Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.
- Determine the marginal distributions of $(T_1, T_2)$
- Convergence in distribution of a discretized random variable and generated sigma-algebras
Related Questions in CONVERGENCE-DIVERGENCE
- Finding radius of convergence $\sum _{n=0}^{}(2+(-1)^n)^nz^n$
- Conditions for the convergence of :$\cos\left( \sum_{n\geq0}{a_n}x^n\right)$
- Proving whether function-series $f_n(x) = \frac{(-1)^nx}n$
- Pointwise and uniform convergence of function series $f_n = x^n$
- studying the convergence of a series:
- Convergence in measure preserves measurability
- If $a_{1}>2$and $a_{n+1}=a_{n}^{2}-2$ then Find $\sum_{n=1}^{\infty}$ $\frac{1}{a_{1}a_{2}......a_{n}}$
- Convergence radius of power series can be derived from root and ratio test.
- Does this sequence converge? And if so to what?
- Seeking an example of Schwartz function $f$ such that $ \int_{\bf R}\left|\frac{f(x-y)}{y}\right|\ dy=\infty$
Related Questions in VARIANCE
- Proof that $\mathrm{Var}\bigg(\frac{1}{n} \sum_{i=1}^nY_i\bigg) = \frac{1}{n}\mathrm{Var}(Y_1)$
- $\{ X_{i} \}_{i=1}^{n} \thicksim iid N(\theta, 1)$. What is distribution of $X_{2} - X_{1}$?
- Reason generalized linear model
- Variance of $\mathrm{Proj}_{\mathcal{R}(A^T)}(z)$ for $z \sim \mathcal{N}(0, I_m)$.
- Variance of a set of quaternions?
- Is the usage of unbiased estimator appropriate?
- Stochastic proof variance
- Bit of help gaining intuition about conditional expectation and variance
- Variance of $T_n = \min_i \{ X_i \} + \max_i \{ X_i \}$
- Compute the variance of $S = \sum\limits_{i = 1}^N X_i$, what did I do wrong?
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
As shown in the question linked to in the comments,
$$ \frac n{n-1}S^2 $$
converges to $\sigma^2$ almost surely. Since $n/(n-1)$ converges to $1$, the sequence is almost surely the product of two convergent sequences, in which case its limit is the product of the limits, i.e. $\sigma^2$.