My intended answer to a weak LLN problem on Math.SE.
Problem: Suppose $(X_n)$ is a sequence of r.v’s satisfying $P(X_n=\pm\ln (n))=\frac{1}{2}$ for each $n=1,2\dots$. I am trying to show that $(X_n)$ satisfies the weak LLN.
The idea is to show that $P(\overline{X_n}>\varepsilon)$ tends to 0, but I am unsure how to do so.
My solution: As in the accepted answer in OP’s previous question https://math.stackexchange.com/q/3021650/290189, I’ll assume the independence of $(X_n)$. By Chebylshev’s inequality,
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