Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
random variable N(0, 1). The standard normal variable N(0, 1) is a random variable that has a normal distribution with a mean of 0 and a variance of 1. Convergence in distribution means that the CDF of the standardized X will become identical to the CDF of N(0, 1) as the sample size approaches