Convergence and Asymptotic Results
Arthur Charpentier · OpenEdition (OpenEdition) · 2015
Last week, in our mathematical statistics course, we've seen the law of large numbers (that was proven in the probability course), claiming that given a collection of i.i.d. random variables, with To visualize that convergence, we can use m=100 mean_samples=function(n=10){ + X=matrix(rnorm(n*m),nrow=m,ncol=n) + return(apply(X,1,mean)) + } B=matrix(NA,100,20) for(i in 1:20){ + B[,i]=mean_samples(i*10) + } colnames(B)=as.character(seq(10,200,by=10)) boxplot(B) It is possible to visualiz...