[機統] Law of Large Number

[GSXSP (Gloria)]

Suppose Xi, i=1,2,...,n  are correlated RVs with mean zero

and unit variance

        1   n
 Sn =  --- Σ Xi
        n  i=1

        1    n   2
 Kn =  ---  Σ  Xi
        n   i=1


Prove or Disprove

        a.s                           a.s
  If Sn → 0  as n → ∞   then    Kn → 1  as n → ∞


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※ 編輯: GSXSP           來自: 218.168.30.222       (01/14 00:38)