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Mathematics

The Law of Large Numbers and Its Two Forms

Quick fact

The law of large numbers has two formal versions: the weak law, which says the probability that the sample average deviates from the expected value goes to zero as the sample size grows, and the strong law, which guarantees that the sample average converges to the expected value with certainty (almost surely) as the sample size tends to infinity.

Why this is interesting

Why does a coin that lands heads 10 times in a row still settle at 50% heads after a million flips? The answer lies in a statistical law with two distinct versions.