(a) If are Gaussian, then so is y: in fact,
if y Gaussian exactly, then so must all the be Gaussian.
(b) De Moivre in 1733 showed that if binomially
distributed, then y was always Gaussian for large x (even though
Gauss didn't exist in 1733).
(c) Laplace, in 1812, showed that de Moivre's result
was generally true for all distributions of .
Central Limit Theorem of Laplace---Cramer p. 215
If are independent random variables with the same
distribution, then y is asymptotically Gaussian with mean and
standard deviation (where has mean and standard
deviation , and both and exist, i.e., are finite).