$X_i$s are i.i.d random variables with finite expected value. $S_n$ is the sum of first $n$ random variables (the sample mean). $\mu$ is the true mean (the population mean). Both the Weak Law of Large Numbers and the Strong Law of Large Numbers say that sample mean likely converges to the population mean as sample size increases. The Weak law guarantees convergence in probability. The Strong law guarantees almost sure convergence. Weak law: $\lim\limits_{n \to \infty} \text{Pr}\left(|S_n - \m...
