Law Of Large Numbers, Central Limit Theorem, Normal Distribution, Random Variable, Jacob Bernoulli.
σ². Let X_bar_n be the sample mean or sample sum. It’s defined as follows: The mean or sum of n i.i.d. random variables (Image by Author) Some statistics texts denote the sample mean as X_bar_n and the sample sum as S_n. Since X_bar_n is a function of n random variables, X_bar_n is itself a random