For a sequence of independent, identically distributed random variables with finite expected value, the running average of the first n of them converges, with probability one, to that expected value as n grows. It is one of the two central laws of large numbers underlying the intuitive link between probability and long-run frequency.
Facts
StatementThe strong law of large numbers (also called Kolmogorov's law) states that the sample average converges almost surely to the expected value 1 Connections
Sources
1. Strong Law of Large Numbers (Wikipedia)
Wikimedia FoundationForms section, Strong law subsectionQuote, Forms section, Strong law subsection
The strong law of large numbers (also called Kolmogorov's law) states that the sample average converges almost surely to the expected value
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