Law of large numbers
Statistical observation

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Law of large numbers


Statistical observation

Author : Jacques POIRIER

Publication date: July 10, 1992, Review date: August 18, 2022 | Lire en français

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7. Law of large numbers

Looking again at figure 6 , we see that the pseudo-distribution curve of Bernoulli's law resembles the distribution curve of Gauss's law, except that Bernoulli's law is a discontinuous law and Gauss's law is a continuous law. Numerologists establish that the approximation is sufficiently precise if the quantity np (1 – p ) is greater than 25. Once again, this limit is not magic and must be judged according to the precision required for decision-making.

The approximation process consists in identifying the parameters of the two laws, mathematical expectation and standard deviation.

Hence :

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