What is the rate of convergence of the law of large numbers?(adsbygoogle = window.adsbygoogle || []).push({});

ex.

if

[tex]

lim_{n \rightarrow \infty} \frac{1}{n} \sum Z_n = \mu

[/tex]

1. can we say that the sum converges to [tex]\mu[/tex] as [tex]n^\alpha[/tex] for some [tex]\alpha\in \Re[/tex]?

2. If so, what is the value of [tex]\alpha[/tex]?

Thanks,

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# Law of Large Numbers - Rate of convergence

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