Question

In: Statistics and Probability

Prove that Poisson's weak law is a particular case of Chebyshev's weak law of large numbers.

Prove that Poisson's weak law is a particular case of Chebyshev's weak law of large numbers.

Solutions

Expert Solution

Chebyshev's WLLN is given by with proof

Poisson WLLN is given by It is a special case of chebyshev's WLLN , when the pairwise uncorrelated random variables (r.vs) will be iid Bernoulli variables with mean p_i and variance (p_i)*(1-(p_i))

The actual proof of Poisson WLLN is


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