law of large numbers | |
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the fundamental statistical result that the average of a sequence of n identically distributed independent random variables tends to their common mean as n tends to infinity, whence the frequency of the occurrence of an event in n independent repetitions of an experiment tends to its probability |
law of large numbers
The rule or theorem that the average of a large number of independent measurements of a random quantity tends toward the theoretical average of that quantity. Also called Bernoulli's law. |
law of large numbers
in statistics, the theorem that, as the number of identically distributed, randomly generated variables increases, their sample mean (average) approaches their theoretical mean.
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