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Central Limit Theorem
Proof of Central Limit Theorem Laplace---I
Now we will prove the first (simple) version of the central limit theorem.
From our discussion of characteristic functions
where
and
are characteristic functions of
y
and
x
respectively.
Now,
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu
and 
are characteristic functions of y
and x respectively.
