The Central Limit Theorem (CLT) for Independent and Identically Dis- t

Chapter

ABSTRACT

Loosely put, the Central Limit Theorem (CLT) says that the distribution of the sum of a large number of independent r.v.’s is close to a normal distribution. In the case of identically distributed r.v.’s, this may be stated as follows.

The Central Limit Theorem (CLT) for Independent and Identically Dis- tributed Random Variables

ABSTRACT