Proof of the Law of Large Numbers Part 2: The Strong Law

Proof of the SLLN

Andrew Rothman
Towards Data Science
3 min readJun 5, 2020

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Background and Motivation

The Law of Large Numbers (LLN) is one of the single most important theorems in Probability Theory. Though the theorem’s reach is far outside the realm of just probability and statistics. Effectively, the LLN is the means by which scientific endeavors have even the…

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Principal Data/ML Scientist @ The Cambridge Group | Harvard trained Statistician and Machine Learning Scientist | Expert in Statistical ML & Causal Inference