Convergence concepts in probability MOC Khinchin’s law Let ――𝑋𝑛 denote the sample mean of a random sample of 𝑛 independent and identically distributed real random variables for each 𝑛 ∈ℕ. Then ――𝑋𝑛 converges in probability to the true expectation 𝜇 as 𝑛 →∞. prob Proof proof develop | en | SemBr