[[Convergence concepts in probability MOC]]
# Kolmogorov's law

Let $\{ X_{j} \}_{j=1}^\infty$ b a sample of identically and [[Independence of random variables|independently distributed]] random variables.
Then the [[𝜇-estimator|sample mean]] $\overline{X}_{j}$ [[Convergence almost surely|converges almost surely]] to the true [[expectation]] $\mu$ as $n \to \infty$. #m/thm/prob 

> [!missing]- Proof
> #missing/proof


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