Category:Khinchin's Law

This category contains pages concerning Khinchin's Law:

Let $P$ be a population.

Let $P$ have mean $\mu$ and finite variance.

Let $\sequence {X_n}_{n \mathop \ge 1}$ be a sequence of random variables forming a random sample from $P$.

Let:

$\ds {\overline X}_n = \frac 1 n \sum_{i \mathop = 1}^n X_i$

Then:

${\overline X}_n \xrightarrow p \mu$

where $\xrightarrow p$ denotes convergence in probability.