Use the Berry-Esseen result, (1.86), to prove the WLLN under the restriction that E [|X| 3 ] exists. Note: This is not intended as a reasonable way to prove the WLLN. Rather, it is to better...




Use the Berry-Esseen result, (1.86), to prove the WLLN under the restriction that E [|X|3] exists. Note: This is not intended as a reasonable way to prove the WLLN. Rather, it is to better understand what the convergence result of (1.86) implies. It appears that the CLT, without something extra about convergence, does not establish the WLLN.



May 08, 2022
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