Wikipedia: Law of large numbers

Topic(s):

Convergence Theorems, Law of Large Numbers

The law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times. According to the law, the average of the results obtained from a large number of trials should be close to the expected value, and will tend to become closer as more trials are performed.

Identifier:

http://en.wikipedia.org/wiki/Law_of_large_numbers

Subject:

Statistics and Probability

Probability

Univariate Distributions

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