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~ or (X=p)/¥A is asymptotically normal.56 PROBABILITY AND STATISTICS Central Limit Theorem The similarities between the binomial, Poisson, and normal distribu- tions naturally lead us to ask whether there are any other distributions besides the binomial and Poisson that have the normal distribution as the limiting case. The following remarkable theorem reveals that actu- ally a large class of distributions have this property. Theorem 5-1: (Central Limit Theorem) Let X,, X,...., X, be inde- pendent random variables that are identically distrib- uted (i.e., all have the same probability function in the discrete case or density function in the continuous case) and have finite mean and variance o?. Then if S,=X,+X,¢-04+X, @=1,2,.), b . S,- nu 1b ap lim P| as 22"
oe,
Theorem 6-4: If the population from which samples are taken is
normally distributed with mean (t and variance 62,
then the sample mean is normally distributed with
mean 1 and variance 6” /n.
Theorem 6-5: Suppose that the population from which samples are
taken has a probability distribution with mean wand
variance 6”, that is not necessarily a normal distribu-
tion. Then the standardized variable associated with
X, given by66 PROBABILITY AND STATISTICS
is asymptotically normal, ie.,
lim PZ