Let $X_1, X_2, X_3, \dots \in \text{Random}(\mathbb{R})$ each be a D3161: Random real number such that
(i) | $X_1, X_2, X_3, \dots$ is an D3358: I.I.D. random collection |
(ii) | $\mathbb{E} X_1 = 0$ |
(iii) | $\text{Var} X_1 = 1$ |
Then
\begin{equation}
\lim_{N \to \infty} \sum_{n = 1}^N \frac{X_n}{\sqrt{N}}
\overset{d}{=} \text{Gaussian}(0, 1)
\end{equation}