The Weak Law of Large Numbers

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Insight:

• The weak law of large numbers
  • $X_1,X_2,\cdots ,$ are sequence of independent + identically distributed RV, each have finite mean $E[X_i]=\mu$ for any $\epsilon >0$ $P\left\{\right|\frac{X_1+\cdots +X_n}{n}-\mu |\ge \epsilon \}$ $\to 0$ as $n\to$ $\infty$