A special case of the Lindeberg-Feller CLT for iid random variables with finite variance.
Let be iid with mean and variance . Then
This follows from the Lindeberg condition the Lindeberg-Feller CLT.
Modified Sep 02, 20241 min read
A special case of the Lindeberg-Feller CLT for iid random variables with finite variance.
Let X1,X2,… be iid with mean μ and variance σ2<∞. Then
n(σn1∑i≤nXi−μ)→N(0,1),This follows from the Lindeberg condition the Lindeberg-Feller CLT.