Definition: The strong law of large numbers is as follows: If {Zt} is a sequence of n iid random variables drawn from a distribution with mean MU, then with probability one, the limit of sample
averages of the Z's goes to MU as sample size n goes to infinity.
I believe that strong laws of large numbers are generally, or perhaps always, proved using some version of Chebyshev's inequality. (The proof is rarely shown; in most contexts in economics one can simply assume laws of large numbers).
Terms related to Strong Law of Large Numbers:
None
About.Com Resources on Strong Law of Large Numbers:
None
Writing a Term Paper? Here are a few starting points for research on Strong Law of Large Numbers:
Books on Strong Law of Large Numbers:
None
Journal Articles on Strong Law of Large Numbers:
None
