CS6015: Linear Algebra and Random Processes
Lecture 40: Markov inequality, Chebychev inequality, Weak law of large numbers
Sample from a population and compute the mean
How close is the mean to the true mean?
As n→∞
Convergence of a sequence
Convergence in probability
Convergence in probability
Does the sample mean converge?
CS6015: Linear Algebra and Random Processes Lecture 40: Markov inequality, Chebychev inequality, Weak law of large numbers