law of large numbers n.
The rule or theorem that a large number of items chosen at random from a population will, on the average, have the characteristics of the population. Also called Bernoulli's law.
| 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. |
in statistics, the theorem that, as the number of identically distributed, randomly generated variables increases, their sample mean (average) approaches their theoretical mean.