列维-林德伯格中心极限定理

定义

或者说

Y_{n} = \frac{(\sum_{k = 1}^{n} X_{k} - E (\sum_{k = 1}^{n} X_{k}))}{\sqrt{D (\sum_{k = 1}^{n} X_{k})}} = \frac{(\sum_{k = 1}^{n} X_{k} - n μ)}{\sqrt{n} σ}