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fix math symbols
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lectures/lln_clt.md

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@@ -342,7 +342,7 @@ Let's go through a very simple example where LLN fails with IID violated:
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Assume
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$$
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X_0 \sim \mathcal{N}(0,1)
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X_0 \sim N(0,1)
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$$
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In addition, assume
@@ -354,10 +354,10 @@ $$
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We can then see that
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$$
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\bar X_n := \frac{1}{n} \sum_{t=1}^n X_i = X_0 \sim \mathcal{N}(0,1)
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\bar X_n := \frac{1}{n} \sum_{t=1}^n X_i = X_0 \sim N(0,1)
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$$
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Therefore, the distribution of the mean of $X$ follows $\mathcal{N}(0,1)$.
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Therefore, the distribution of the mean of $X$ follows $N(0,1)$.
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However,
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@@ -563,10 +563,10 @@ $$
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and
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$$
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X_0 \sim \mathcal{N} \left(\frac{\alpha}{1-\beta}, \frac{\sigma^2}{1-\beta^2}\right)
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X_0 \sim N \left(\frac{\alpha}{1-\beta}, \frac{\sigma^2}{1-\beta^2}\right)
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$$
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where $\epsilon_t \sim \mathcal{N}(0,1)$
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where $\epsilon_t \sim N(0,1)$
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1. Prove this process violated the independence assumption but not the identically distributed assumption;
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2. Show LLN holds using simulations with $\alpha = 0.8$, $\beta = 0.2$.
@@ -596,7 +596,7 @@ $$
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$$
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\begin{aligned}
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Var(X_{t+1}) &= \beta^2 Var(X_{t}) + \sigma^2\\
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\mathrm{Var}(X_{t+1}) &= \beta^2 \mathrm{Var}(X_{t}) + \sigma^2\\
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&= \frac{\beta^2\sigma^2}{1-\beta^2} + \sigma^2 \\
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&= \frac{\sigma^2}{1-\beta^2}
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\end{aligned}
@@ -611,7 +611,7 @@ This holds true for all $X_t$ and $\epsilon _{t}$ where $t = 0, ..., n$
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Therefore,
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$$
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X_t \sim \mathcal{N} \left(\frac{\alpha}{1-\beta}, \frac{\sigma^2}{1-\beta^2}\right) \quad t = 0, ..., n
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X_t \sim N \left(\frac{\alpha}{1-\beta}, \frac{\sigma^2}{1-\beta^2}\right) \quad t = 0, ..., n
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$$
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