The original version of the central limit theorem (CLT) assumes n independently and identically distributed (i.i.d.) random variables X1, ..., Xn, with finite variance. Let Sn = X1 + ... + Xn. Then the CLT states that that is, it follows a normal distribution with zero mean and unit variance, as n tends to infinity. Here μ is the expectation of X1. Various generalizations have been discovered,…
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