Classical iid central limit theorem
Centered sample averages have an asymptotic normal law.
Key knowledge
For iid real variables with finite mean μ and variance 0<σ²<∞, √n(X̄ₙ−μ)/σ converges in distribution to N(0,1).
Conditions and scope
- The conclusion is asymptotic, not exact normality at every sample size.
- Dependent or infinite-variance variables require other theorems.
Sources · 1
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Formal weak-law and classical CLT statements; overbroad historical/aside claims excluded.
2026-10-10 · Classical finite-variance iid CLT; historical overstatement excluded.
Entry details
Permanent link to this entry ↗- Record identity
- math-central-limit-theorem
- Revision
- university-reference.1
- Structured reference record
- University reference