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Lyapunov's central limit theorem

In probability theory, Lyapunov's central limit theorem is one of the variants of the central limit theorems. It states that if for each positive integer N we have a sequence of independent, mean 0 random variables

X_{n1}, X_{n2}, \ldots, X_{nn}

with

\operatorname{E}[X_{ni}] = 0, \quad \forall i,
\operatorname{Var}\left(\sum_{i}X_{ni}\right) = 1,\,\!

and

\operatorname{E}\left[\left|{X_{ni}}^3\right|\right] \rightarrow  0,\,

then

\sum_{i}X_{ni}\,\!

converges in distribution, as n → ∞, to the standard normal distribution.

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