If is a sample from a probability distribution with expected value μ 𝑥1, , … , 𝑥𝑛 then the sample mean converges in probability to μ as n -> ∞.
Khinchin Theorem
Khinchin Theorem
If is a sample from a probability distribution with expected value μ 𝑥1, , … , 𝑥𝑛 then the sample mean converges in probability to μ as n -> ∞.
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