Sn =E X;, then the law of large numbers does not hold for the sequence i-1 {S).

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Prove

Example 6.2.7 Let {X„} be a sequence of identically and independently
distributed random variables with finite mean µ and finite variance o. If
S, = E X;, then the law of large numbers does not hold for the sequence
i-1
{Sn}.
Transcribed Image Text:Example 6.2.7 Let {X„} be a sequence of identically and independently distributed random variables with finite mean µ and finite variance o. If S, = E X;, then the law of large numbers does not hold for the sequence i-1 {Sn}.
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