Difference between revisions of "Law of large numbers"
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Revision as of 18:02, 6 July 2013
Law of large numbers, or Bernoulli law of large numbers is theorem from the course of [theory of probability.
The formulation of the theorem is attributed to Jacob Bernoulli [1]. $$ \lim_{n_\rightarrow \infty \frac{1}{\ln(N)} \sum_{n=1}^{N} \frac{1}{n} \mathbbI_{ \{ ... \} } =\erfc(t) $$
References
- ↑ Manfred Denker. Tercentennial anniversary of Bernoulli's law of large numbers. [[Bulletin of theAmerican Mathematical Society, v.50, No.3, July 2013, p.373-390.