Convergence of Random Variables
Aim of the experiment
The experiment aims to :
- Introduce the concept of convergence for sequences of random variables.
- Explain different types of convergence with intuitive understanding and mathematical definitions for each type
- Almost Sure Convergence
- Convergence in Probability
- Convergence in Distribution
- Mean Squared Convergence
- Discuss the relationships and implications between different types of convergence.
- Discuss the Weak Law of Large Numbers.
- Emperically verify and visually demonstrate the convergence behaviour of different types of convergences and the weak law of large numbers.