structural:expansion
Classical CLT

Let { X 1, …, X n } {\displaystyle \{X_{1},\ldots,X_{n}}\} be a sequence of i.i.d. random variables having a distribution with expected value given by μ {\displaystyle \mu } and finite variance given by σ 2. {\displaystyle \sigma ^{2}.} Suppose we are interested in the sample average