Hi,

I would love to have an example for strong vs. weak law of large numbers:

* the strong law requires iid distribution and $\displaystyle EX_i = \mu $ such that $\displaystyle \overline {X_n} \to \mu $ as such.

* the weak law requires $\displaystyle EX_i \to \mu $ and $\displaystyle VarX_i \to 0 $ but does not have to be iid.

What would be an example of a non-iid function that fails the strong law but holds up with the weak law?

Thanks!