Weak law of large numbers
A sample mean concentrates near its mean under stated assumptions.
Key knowledge
For iid real variables with mean μ and finite variance, the sample mean X̄ₙ converges in probability to μ: for every ε>0, P(|X̄ₙ−μ|>ε)→0.
Conditions and scope
- Independence and identical distribution are imposed here as sufficient conditions.
- This does not say each observation approaches μ or that finite samples are error-free.
Sources · 1
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Formal weak-law and classical CLT statements; overbroad historical/aside claims excluded.
2026-10-10 · Finite-variance iid weak law; broader aside claims excluded.
Entry details
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