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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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A modest generalization of the law of large numbers

Suppose I collect $2n$ independent samples of a probability density function $f$, which are separated into pairs $\{X_i^1, X_i^2\}$ for $1\leq i\leq n$. Suppose I now consider the set of all $2^n$ se …
Chuck Newton's user avatar