law of large numbers

(redirected from Poisson's Law of Large Numbers)
Also found in: Thesaurus, Medical, Financial, Encyclopedia.

law of large numbers

law of large numbers

n
(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

law′ of large′ num′bers


n.
the theorem in probability theory that the number of successes increases as the number of experiments increases and approximates the probability times the number of experiments for a large number of experiments.
[1935–40]
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.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
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