A Tricentenary history of the Law of Large Numbers

@article{Seneta2013ATH,
title={A Tricentenary history of the Law of Large Numbers},
author={E. Seneta},
journal={Bernoulli},
year={2013},
volume={19},
pages={1088-1121}
}

The Weak Law of Large Numbers is traced chronologically from its inception as Jacob Bernoulli's Theorem in 1713, through De Moivre's Theorem, to ultimate forms due to Uspensky and Khinchin in the 1930s, and beyond. Both aspects of Jacob Bernoulli's Theorem: 1. As limit theorem (sample size $n\to\infty$), and: 2. Determining sufficiently large sample size for specified precision, for known and also unknown p (the inversion problem), are studied, in frequentist and Bayesian settings. The Bienaym… CONTINUE READING