If the squared error decreases faster than 1/n, then the absolute error decreases faster than 1/sqrt(n).
The point being that if your expected absolute error decreases like 1/n or slower, you make an infinite number of wrong bets.
You keep framing this in terms of bets. I don’t think there is any point in continuing this discussion.
The point being that if your expected absolute error decreases like 1/n or slower, you make an infinite number of wrong bets.
You keep framing this in terms of bets. I don’t think there is any point in continuing this discussion.