CS6015: Linear Algebra and Random Processes
Lecture 40: Markov inequality, Chebychev inequality, Weak law of large numbers
Learning Objectives
Slides to be made
Sample v/s population
Parameter v/s statistic
i.i.d.
Sample from a population and compute the mean
How close is the mean to the true mean?
As \(n \rightarrow \infty\)
Markov inequality
Chebychev inequality
Chebychev inequality
Convergence of a sequence
Convergence in probability
Convergence in probability
Does the sample mean converge?
Example
