R simulation: Let X1, . . . , Xn be i.i.d. random variables from a uniform...

R simulation:
Let X1, . . . , Xn be i.i.d. random variables from a uniform distribution on [0, 2]. Generate
and plot 10 paths of sample means from n = 1 to n = 40 in one figure for each case. Give
some comments to empirically check the Law of Large Numbers.

(a) When n is large,
X1 + · · · + Xn/n converges to E[Xi].
(b) When n is large,
X1^2+ · · · + Xn^2/n converges to E[Xi^2 ]

Expert Solution

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Colby Messinger answered 3 months ago

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