The most important characteristic quantities of random variables are the median, expectation and variance. For large n, the expectation describes the typical approximate value of the arithmetic mean (X1+…+Xn)/n of independent and identically distributed random variables (law of large numbers).
CITATION STYLE
Klenke, A. (2014). Moments and Laws of Large Numbers (pp. 101–130). https://doi.org/10.1007/978-1-4471-5361-0_5
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