Borel's law of large numbers
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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,
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.


