Weak Law of Large Numbers

A Weak Law of Large Numbers is a proposition stating a set of conditions that guarantee the convergence in probability of the sample mean to the population mean. The adjective Weak is used to distinguish Weak Laws from Strong Laws, which instead require convergence to the population mean to be in the almost sure sense.

The lecture entitled Laws of Large Numbers discusses Weak and Strong Laws in more detail.

Keep reading the glossary

Previous entry: Variance formula

Next entry: WLLN

by
About | Contacts | Privacy and terms of use | Sitemap