Lecture 19: Weak Law of Large Numbers

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Lecture Topics

Lecture_19.jpg
  • The sample mean
  • A tool: Chebyshev's inequality
  • Convergence "in probability"
  • Convergence of the sample mean (weak law of large numbers)

Lecture Activities

Recitation Problems and Recitation Help Videos

Review the recitation problems in the PDF file below and try to solve them on your own. Two of the problems have an accompanying video where a teaching assistant solves the same problem.

Recitation Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
2

{'English - US': '/courses/electrical-engineering-and-computer-science/6-041sc-probabilistic-systems-analysis-and-applied-probability-fall-2013/unit-iv/lecture-19/convergence-in-probability-and-in-the-mean-part-1/MIT6_041SCF13_No32_Rec20_P2_ConvgProb1_Part_28a_29to_28d_29_300k.srt'}Convergence in Probability and in the Mean Part 1 (00:13:37)

{'English - US': '/courses/electrical-engineering-and-computer-science/6-041sc-probabilistic-systems-analysis-and-applied-probability-fall-2013/unit-iv/lecture-19/convergence-in-probability-and-in-the-mean-part-2/MIT6_041SCF13_No32_Rec20_P2_ConvgProb1_Part_ef_300k.srt'}Convergence in Probability and in the Mean Part 2 (00:05:46)

Kuang Xu

Kuang Xu

3 {'English - US': '/courses/electrical-engineering-and-computer-science/6-041sc-probabilistic-systems-analysis-and-applied-probability-fall-2013/unit-iv/lecture-19/convergence-in-probability-example/MIT6_041SCF13_Edit2_No33_Rec20_P3_ConvgProb2_300k.srt'}Convergence in Probability Example (00:07:37) Kuang Xu

Tutorial Problems

Review the tutorial problems in the PDF file below and try to solve them on your own.

Problem Set and Solutions

Work the problems on your own and check your answers when you're done. Problem set 9 covers Lectures 18 and 19.

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