Borel's law of large numbers

From Wikipedia, the free encyclopedia

Roughly speaking, Borel's law of large numbers, named after Émile Borel, states that if an experiment is repeated a large number of times, independently under identical conditions, then the proportion of times that any specified event occurs approximately equals the probability of the event's occurrence on any particular trial; the larger the number of repetitions, the better the approximation tends to be. More precisely, if E denotes the event in question, p its probability of occurrence, and Nn(E) the number of times E occurs in the first n trials, then with probability one,

 \frac{N_n(E)}{n}\to p\text{ as }n\to\infty.\,

This theorem makes rigorous the intuitive notion of probability as the long-run relative frequency of an event's occurrence. It is a special case of any of several more general laws of large numbers in probability theory.

This probability-related article is a stub. You can help Wikipedia by expanding it.