law of large numbers

law of large numbers

n. Statistics

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.

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law of large numbers

n

(Mathematics & Measurements / Statistics) 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

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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.

Thesaurus

Noun

1.

law of large numbers - (statistics) law stating that a large number of items taken at random from a population will (on the average) have the population statistics Bernoulli's law law of nature, law - a generalization that describes recurring facts or events in nature; "the laws of thermodynamics" statistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters