Abstract

The investigation of the role of independence in the classical SLLN leads to a natural generalization of the SLLN to the case where the random variables are 2-exchangeable; namely, let { X i : i ⩾ 1} be a sequence of random variables such that all ordered pairs ( X i , X j ), i ≠ j, are identically distributed. Then we show, among other things, that ▪ where X is in general a non-degenerate random variable. This provids a unified treatment of the SLLN for both exchangeable and pairwise independent random variables. We also show that, under 2-exchangeability, to preserve the Glivenko-Cantelli Theorem - sometimes refered to as the fundamental theorem of statistics - it is necessary that the random variables be pairwise independent.

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