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Say, $R_i$ $(i=1,2,\ldots,n)$ is a binary variable.

I have an estimator $n^{-1}\sum_{i=1}^{n}(1-R_i)$.

How can I show $n^{-1}\sum_{i=1}^{n}(1-R_i)$ converges in probability to $P(R_i=0)$? That is,

$\lim_{n\to \infty}n^{-1}\sum_{i=1}^{n}(1-R_i)=?$

I know $\sum_{i=1}^{n}(1-R_i)P(1-R_i)=\mathbb E(1-R_i)$.

But is $\lim_{n\to \infty}n^{-1}\sum_{i=1}^{n}(1-R_i)=\mathbb E(1-R_i)$?

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  • $\begingroup$ It's hard to decipher what you're writing about. You haven't given any relationship between this "binary variable" and a "sample" and the notation "$\mathbb{E}(R_i=0)$" does not make sense according to the usual meanings of random variables and expectations. Please read your post over and clarify these points. $\endgroup$
    – whuber
    Commented Dec 22, 2016 at 1:47
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    $\begingroup$ It's more straightforward than you're making it. $\mathbb{E}[1-R_i] = \mathbb{E}[1] - \mathbb{E}[R_i] = 1 - \mathbb{E}[R_i] = 1 - P(R_i = 1) = P(R_i = 0)$. $\endgroup$
    – jbowman
    Commented Dec 22, 2016 at 2:07
  • $\begingroup$ @jbowman But I have only the estimator $n^{-1}\sum_{i=1}^{n}(1-R_i)$. And I have to show where it converges to? $\endgroup$
    – user 31466
    Commented Dec 22, 2016 at 2:10
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    $\begingroup$ The Weak Law of Large Numbers states that the sample mean converges in probability to the expected value. (I assume, though you have not stated it, that $R_i$ are IID random variables). $\endgroup$
    – josliber
    Commented Dec 22, 2016 at 2:26
  • $\begingroup$ @josliber $n^{-1}\sum_{i=1}^{n}(1-R_i)$ is the sample mean of $(1-R_i)$. So $\lim_{n\to \infty}n^{-1}\sum_{i=1}^{n}(1-R_i)\overset{p}{\to} \mathbb E(1-R_i)$ according to weak law of large number.Thank you. I got the answer. $\endgroup$
    – user 31466
    Commented Dec 22, 2016 at 3:05

1 Answer 1

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Assume $R_1, R_2, \ldots, R_n$ are IID Bernoulli random variables. By the Weak Law of Large Numbers, $n^{-1}\sum_{i=1}^n (1-R_i)$ converges in probability to $\mathbb{E}[1-R_i] = 1 - \mathbb{E}[R_i] = 1 - Pr(R_i = 1) = Pr(R_i = 0)$.

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