Prove that the law of large numbers may be applied to a sequence of independent random variables
Question:
Prove that the law of large numbers may be applied to a sequence of independent random variables \(\left\{\xi_{n}\right\}\) such that
\[ \mathbf{P}\left\{\xi_{n}=n^{x}\right\}=\mathbf{P}\left\{\xi_{n}=-n^{x}\right\}=\frac{1}{2} \]
if and only if \(\alpha<\frac{1}{2}\).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: