Home / Descriptive statistics / Law of large numbers
Simulation
Repeatedly increase the sample size from \(n = 1\) to the population size:
set.seed(0)
N <- 1000 # the population size
Z <- 0 : N # the population
mu <- mean(Z) # the population mean
D <- rep(0, N) # absolute deviations
for(n in 1 : N)
D[n] <- mean(sample(Z, n)) - mu
plot(
D,
main = "A demonstration of the law of large numbers.",
type = "l",
lwd = 2,
xlab = "Sample size",
ylab = "Absolute deviation"
)
abline(h = 0)