Random Variableshard
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Let X1,X2,X_1, X_2, \ldots be i.i.d. with E[Xi]=μE[X_i] = \mu and Var(Xi)=σ2>0Var(X_i) = \sigma^2 > 0. By the Central Limit Theorem, what is the limiting distribution of n(Xnμ)\sqrt{n}(\overline{X}_n - \mu)?