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law of large numbers
(redirected from Theory of large numbers)

    Also found in: Medical, Financial, Wikipedia 0.05 sec.
law of large numbers [′lȯ əv ¦lärj ′nəm·bərz]
(statistics)
The law that if, in a collection of independent identical experiments,N(B) represents the number of occurrences of an eventBinntrials, andpis the probability thatBoccurs at any given trial, then for large enoughnit is unlikely thatN(B)/ndiffers frompby very much. Also known as Bernoulli theorem.


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