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Thread: Convergence in LLN and CLT help!

  1. #1
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    Convergence in LLN and CLT help!

    Hi there,

    I am trying to figure out how convergence in law of large number and central limit theorem is affected by correlation in the random variables.

    I am trying to simulate and prove if either both of the above mentioned hold in large samples.

    So far Ive been trying to simulate bivariate distribution is this correct?

    To my understanding this is random variable X such that {xi|xi correlated to xj} where i,j=1,2,,,,n

    Is this what I should be aiming for?


  2. #2
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    Re: Convergence in LLN and CLT help!

    You'll never be able to "prove" that your assertions are correct via simulation. You can test your theories and see if they have any merit but you'll need to resort to math for an actual proof that it works.
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