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Math Help - Distribution of sample mean as n gets large

  1. #1
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    Distribution of sample mean as n gets large

    Let Y be a distribution that is very positively skewed.

    Assume that the distribution meets the central limit criteria.

    Let us take a sample from the distribution. As the sample gets larger the distribution of the sample mean tends to a normal distribution.

    I am interested in how this distribution changes as n gets large. Does anybody know of any work surrounding this area that might be of interest?

    Furthermore, any comments of interest would be much obliged
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  2. #2
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    Re: Distribution of sample mean as n gets large

    wiki central limit theorem
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