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Thread: Strong Law of Large Numbers

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    Strong Law of Large Numbers




    If X_n is a sequence of random variables and Cov(X_i,X_j)=0 for all i,j and Var(X_j)\leq c for all j. Show that X_n satisfies the strong law of large numbers.

    I don't have idea of how to make it, because almost surely convergence is hard to proof.

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    Re: Strong Law of Large Numbers

    Well, it's not so difficult. Take some time and look at the following reference book;

    Polansky, Alan. (2011). Introduction to Statistical Limit Theory. Section 3.6 pp. 124-131.

    The answer to your question is essentially right there.

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    Re: Strong Law of Large Numbers


    Quote Originally Posted by Dragan View Post
    Well, it's not so difficult. Take some time and look at the following reference book;

    Polansky, Alan. (2011). Introduction to Statistical Limit Theory. Section 3.6 pp. 124-131.

    The answer to your question is essentially right there.
    Thank you, solved.

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