PROOF 200
Prove.
The more you add, the closer to the normal distribution
On a probability space.
Definition D1
X₁, …, Xₙ are mutually independent and identically distributed: E(Xᵢ) = μ, Var(Xᵢ) = σ² > 0. Define Sₙ = X₁ + ⋯ + Xₙ and Zₙ = (Sₙ − nμ)/(σ√n).
Proof.
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