PEMBUKTIAN TEOREMA HUKUM LEMAH BILANGAN BESAR DENGAN MENGGUNAKAN FUNGSI KARAKTERISTIK

Abstract

Let Xn be a sequence of random variables which have limited mean and
variance and also Sn = n
i=1Xi, then the weak law of large number stated that
Sn􀀀E[Sn]
n
! 0 in probability, other variation of the weak law of large is; if Xn is a
sequence of random variables that distributed randomly and identically with mean in
limited variance, then Sn
n
! in probability. Some papers proved the weak law by using
analysis properties of random variable Sn. In this paper the law is is proved by using
characteristic function.