Generating Functions, Taylor Series, Taylor Theorem, Central Limit Theorem, Deep Dives.
Z_bar_n shown first in Eq. (10), and which I am reproducing below for reference: (Image by Author) But it is really the limit of this MGF as n tends to infinity that we not only wish to calculate, but also show it to be equal to e to the power t²/2. To make it to that goal, we’ll unpack and