Abstract

If Y is normal with parameters μ and σ , the standard normal Z = ( Y - μ )/ σ has parameters and 1. Central Limit Theorem: For any sequence Y 1, Y 2, ... of IID random variables with expectation μ and variance σ , the cdf of Z is the limit, as n → ∞, of the cdf of ( Y 1 + Y 2 + … + Yn - nμ )/( σ √\x{D835}\x{DC5B})