AI engineering glossary · Probability
What is law of large numbers?
Law of large numbers: A theorem stating that as more independent observations of the same random variable are collected, their sample average gets closer to its expected value. It justifies estimating probabilities and averages from data.
Law of large numbers: an example
Averaging 100,000 die rolls gives a number very near 3.5, while 5 rolls might give 2.6.
Related terms
More Probability terms
- Law of total expectation
- Law of total probability
- Likelihood
- Linearity of expectation
- Marginal distribution
- Marginal probability
- Markov chain
- Markov chain Monte Carlo
Where you learn it
Law of large numbers is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.