There is absolutely correlation between sessions. If visitor 1 (corresponding to sessions 1,2,3) has a high conversion probability, while visitor 2 (corresponding to sessions 4,5,6) has a low conversion probability, then you&#x27;ve introduced correlation between sessions 1,2,3 and sessions 4,5,6. This breaks the CLT and all the usual independence assumptions.<p>If most of your visitors only have one session this may not matter...but then again with only session cookies you don&#x27;t even have a way to know this.