13. Let X₁, X2,... be i.i.d. r.v.'s with finite expectation and finite variance o², and let X = L² E1 X₂. Show that X →μas n→∞. 1 n
13. Let X₁, X2,... be i.i.d. r.v.'s with finite expectation and finite variance o², and let X = L² E1 X₂. Show that X →μas n→∞. 1 n
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Transcribed Image Text:13. Let X₁, X2,... be i.i.d. r.v.'s with finite expectation and finite variance o², and let X
L²
→μ as n →∞.
n
1/1 X₁. Show that X
n
i=1
=
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