A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 3 Home / Browse L / Law of Large Numbers Law of Large Numbers Advanced EN Share Print Sample mean converges to expected value. AdvertisementAd space — term-top Definition Full Definition Sample mean converges to expected value. Keywords convergence Domains Probability & Statistics Related Terms Central Limit Theorem related to Sum of independent variables converges to normal distribution. Likelihood Function related to Probability of data given parameters. Posterior Distribution related to Updated belief after observing data. Prior Distribution related to Belief before observing data. Expectation related to Average value under a distribution. Variance related to Measure of spread around the mean. Covariance related to Measures joint variability between variables. Correlation related to Normalized covariance.