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Law of large numbers

Averages of repeated trials converge to the expected value

In probability theory, the law of large numbers (LLN) is a mathematical law that states that the average of the results obtained from a large number of independent random samples converges to the true value, if it exists. More formally, the LLN states that given a sample of independent and identically distributed values, the sample mean converges to the true mean.

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  • 1501Gerolamo Cardano is born.
  • 1576Gerolamo Cardano dies.
  • 1713Gerolamo Cardano's work Ars Conjectandi (The Art of Conjecturing) is published, presenting a mathematical proof related to the law of large numbers.
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