ABSTRACT
Consider now a fixed value of n. Suppose that <X i>=µ and var(X i)=s 2 are both
finite and independent of i. Furthermore, assume that the variables are statistically independent. Let
Then the Central limit theorem states that Zn is normally distributed with variance 1
and mean 0.8 That is, if I add a large number of random variables that are independent and identically distributed, the sum is normally distributed, regardless of the distributions of the original variables.
