LawOfLargeNumbers

LLN: A theorem describes the results of performing thesame experiment a large number times.

According to the law, the average of the results from large number times of trials should be close to the expected value, and will tend to be closer as more trails are performed.

1. Weak Law: ( Khintchine's Law ) 

the averge Xn(average)converge in probability to the expected value.

explain: for any nonzero margin,no matter how small, with a sufficiently large sample, there will be very highprobability that the average of the observations will be close to the expected value: that is, within the margin.

2. Strong Law:

the averageconverges almost surely to the expected value.