A Strong Law of Large Numbers is a proposition giving a set of sufficient conditions for almost sure convergence of the sample mean to the true mean of the probability distribution that generated the sample. The adjective Strong is used to make a distinction from Weak Laws of Large Numbers, where the sample mean is required to converge in probability.
Go to lecture entitled Laws of Large Numbers to learn more about Weak and Strong Laws and about the conditions that are necessary for these Laws to hold.
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