Suppose that {Xk} is an i.i.d. random process with finite mean E[X;] = µ. By the strong law of largenumbers we know thatSnlim=µ a.s.,where S, = E, Xg. Show that if we further have a finite variance, i.e., Var(Xr) = o² < o, thenlim,→0Sa 3 µ. In other words,Snlim ||-Sn- H||? = lim Var(-").0.n0000uThis is known as the weak law of large numbers.

Answered: in = E=1 Xk. Show that if we further…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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in = E=1 Xk. Show that if we further have a finite variance, i. Sa 3 µ. In other words, Sn lim ||- Sn lim Var(") = 0. n-00 n00