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.