For iid X₁,…,Xₙ with mean μ and finite variance σ², the normalised sum √n (X̄ₙ - μ)/σ converges in distribution to N(0,1). Universality class of additive noise.
For iid X₁,…,Xₙ with mean μ and finite variance σ², the normalised sum √n (X̄ₙ - μ)/σ converges in distribution to N(0,1). Universality class of additive noise.