Finite-valued IID strong-law qualification and fixed-n boundaries

On this page
  1. Goal and scope
  2. Givens and symbols
  3. Rules and sources
  4. Main derivation
  5. Substeps and lemmas
  6. Reverse audits
  7. Error controls and negative controls
  8. Result and limitations
  9. Verification and source binding

← Guide index · Original MKO

derivation-mko-strong-law-large-numbers-finite-valued-iid-01 · ocme-new142-reader-adoption-20261021

Goal and scope

Match the named SLLN hypotheses while separating prefix audits from a.s. proof.

Infinite IID is a premise and finite-valued SLLN is a named theorem.

Givens and symbols

  • work
  • G1 — On a supplied probability space, (X_i)_{i≥1} is an infinite IID sequence: every finite distinct-index joint law factors into Bernoulli(1/2) marginals. This is a whole-process premise, not inferred from finite data.
  • bar X_n — sample mean
  • μ — common marginal mean

Rules and sources

  • mko_definition · cited — Assume an explicit infinite IID process and a normalized finite common marginal law with mean mu. The strong-law conclusion is P(lim_(n→infinity) n^(-1)sum_(i=1)^n X_i=mu)=1. Exact families recalculate the marginal mean, a fixed prefix sample mean and a complete fixed-n deviation-event probability. They expressly do not certify the probability-one limit. The infinite_iid certificate token is a declared process premise, not verification of infinite independence. Zero variance is allowed. Non-IID and nonfinite support are outside this finite-valued theorem scope, not counterexamples to every SLLN; a finite prefix does not establish a limit and a different target is not the common mean. · mko-strong-law-large-numbers-finite-valued-iid
  • work · prerequisite — Explicit named theorem prerequisite: an infinite IID finite-valued sequence on a given probability space has sample means converging a.s. to the common mean; also assume the binomial law and continuity from above of probability.

Main derivation

S01 · implies

Before

\{0,1\},\quad p=(1/2,1/2)

After

p_0,p_1\ge0,\quad p_0+p_1=1

Conditions: none

Rule: work · Uses: G1, work

Leaf basis: work

First validate the complete common finite marginal.

S02 · implies

Before

\mu=0(1/2)+1(1/2)

After

\mu=1/2,\quad |X_i|\le1\text{ a.s.}

Conditions: none

Rule: work · Uses: G1, S01, work

Leaf basis: work

Finite support supplies the common mean and bounded integrability.

S03 · implies

Before

x_1,x_2,x_3,x_4=(1,0,1,1)

After

\bar x_4=3/4

Conditions: none

Rule: work · Uses: G1, S02, work

Leaf basis: work

A specified path prefix has sample mean 3/4.

S04 · implies

Before

S_4\sim\operatorname{Binomial}(4,1/2)

After

P(S_4=k)=(1,4,6,4,1)_k/16\quad(k=0,1,2,3,4)

Conditions: none

Rule: work · Uses: G1, S03, work

Leaf basis: work

Use IID to list the full fixed-n=4 law.

S05 · implies

Before

|S_4/4-1/2|\ge1/4

After

S_4\in\{0,1,3,4\},\quad P=10/16=5/8

Conditions: none

Rule: work · Uses: G1, S04, work

Leaf basis: work

The fixed-n event includes threshold equality and sums exactly four terms.

S06 · implies

Before

\text{infinite IID common finite law}

After

P\!\left(\lim_{n\to\infty}\frac1n\sum_{i=1}^{n}X_i=1/2\right)=1\quad\text{(named SLLN)}

Conditions: none

Rule: work · Uses: G1, S05, work

Leaf basis: work

Apply the explicit finite-valued SLLN: infinite IID, finite support and common mean are supplied.

S07 · implies

Before

P(\lim_n\bar X_n=1/2)=1

After

\bar X_n\to1/2\quad\text{almost surely}

Conditions: none

Rule: work · Uses: G1, S06, work

Leaf basis: work

A probability-one convergence event gives the a.s. conclusion, not every abstract path.

S08 · implies

Before

X_i\equiv c\text{ a.s.}\quad\text{(boundary)}

After

\bar X_n=c\text{ a.s. for every }n

Conditions: none

Rule: work · Uses: G1, S07, work

Leaf basis: work

A zero-variance finite law still qualifies; the strong law does not need CLT nondegeneracy.

Substeps and lemmas

No substeps in this guide.

Reverse audits

  • S08 · premise_audit · G1, S07, work — Nonfinite support is outside this slice, not a claim that every general strong law fails.
  • S07 · premise_audit · G1, S06, work — The all-ones event E is the intersection over m≥1 of measurable events{X1 through Xm all equal1}. Each finite-prefix event has probability 2^(-m); continuity from above gives P(E)=lim2^(-m)=0, without treating sample points as paths or singletons.
  • S06 · premise_audit · G1, S05, work — The value 5/8 is not the limit-event probability; the limit uses the named theorem.
  • S05 · premise_audit · G1, S04, work — k=2 is excluded while k=1,3 are included.
  • S04 · premise_audit · G1, S03, work — The five lattice points exhaust the possible sums.
  • S03 · premise_audit · G1, S02, work — A prefix value different from mean 1/2 is no contradiction.
  • S02 · premise_audit · G1, S01, work — Boundedness concerns every i under the common law.
  • S01 · premise_audit · G1, work — This alone does not construct an infinite joint process.

Error controls and negative controls

Process and marginal

Keep finite-law validation separate from the infinite IID premise.

Event layers

Do not interchange fixed-n deviation5/8 with probability 1 of a limit event.

  • The prefix mean 3/4 refutes the strong law. → reject — A limit does not require equality at finite n.
  • The strong law requires sigma²>0. → reject — Constant IID sequences satisfy this finite-valued strong law.
  • Nonfinite support violates every SLLN. → reject — It is only outside this slice; other strong laws have different hypotheses.

Result and limitations

By the named SLLN the mean tends a.s. to 1/2; fixed-n=4 deviation probability 5/8 neither proves nor refutes that limit.

    Verification and source binding

    3 declared checks for this guide; only the listed expressions are covered.

    • source commit: b1b2f1dcf8c50d67a93fe52d95f8eef7b3abba9f
    • adopted source SHA-256: bdda8ad449130122c4fb072fb2338389ae3e3f6902e49ee7a1976ed50d7d5044
    • original source SHA-256: da6d2c78524cf0fe83d2656b7f968e993ea5d1eb189113dbdbc2977b902653d6
    • Lean: NOT_RUN · independent AI: SCOPED_LEAD_AND_BILINGUAL_CONTEXT_REVIEW

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