Let X1 X2 Xn be a random sample from a disribution with mea

Let X₁, X₂, ..., X_n be a random sample from a disribution with mean µ and variance ?².

This result is known as the:

a) Approximation Theorem

b) Central Limit Theorem

c) Estimation Theorem

d) Mean Value Theorem

Solution

b) Central Limit Theorem