LLN: LLN function

Description Usage Arguments Details Value Examples

Description

A function that checks, if there is a Law of Large Numbers Calculates form the first to the the n'th step of sum(Yi)/n, to determine if there is a Law of Large Numbers.

Usage

1
LLN(x)

Arguments

x

a matrix where every column is a vector of random variables with the same parametervalues.

Details

If a given output of this function resembles that it converges towards the same value, it would seem that there is a Law of Large Numbers.

Value

A plot through the values sum_{i=1}^{k}y_j/k for each k from 1 to n.

Examples

1
2
x<-replicate(10, simAR1(0,1000,0.8,rnorm,1000)
LLN(x)

AUMath-AdvancedR2018/AR1 documentation built on May 24, 2019, 7:36 a.m.