The Law of Large Numbers

This video explores the law of large numbers, which is an important result in probability and provides a baby step towards the central limit theorem. This is the basis of much of statistical analysis too, saying that the sample mean of a number of i.i.d. random variables will converge to the mean of the individual random variables.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

%%% CHAPTERS %%%
00:00 Intro
00:52 Statement of the LoLN
03:18 Formal Definition of LoLN Convergence
05:08 Proof of the LoLN (Informal)
09:04 Proof of the LoLN (Formal)
10:47 Outro