Grinstead-Snell-Probability · Problem 15

Law of Large Numbers

Mathematics · strong-law-of-large-numbers

Problem

We have proved a theorem often called the ``Weak Law of Large Numbers.'' Most people's intuition and our computer simulations suggest that, if we toss a coin a sequence of times, the proportion of heads will really approach 1/21/2; that is, if SnS_n is the number of heads in nn times, then we will have An=Snn→12A_n = \frac{S_n}{n} \to \frac{1}{2} as n→∞n \to \infty. Of course, we cannot be sure of this since we are not able to toss the coin an infinite number of times, and, if we could, the coin could come up heads every time. However, the ``Strong Law of Large Numbers,'' proved in more advanced courses, states that P(Snn→12)=1.P\left(\frac{S_n}{n} \to \frac{1}{2}\right) = 1. Describe a sample space Ω\Omega that would make it possible for us to talk about the event E={ω:Snn→12}.E = \left\{ \omega : \frac{S_n}{n} \to \frac{1}{2} \right\}. Could we assign the equiprobable measure to this space? (See Example 2.18.)

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