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Central Limit Theorem
Central Limit Theorem
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What does the Central Limit Theorem (CLT) state about the sample mean of i.i.d. random variables with finite variance?
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A.
Each individual observation becomes normally distributed as the sample grows
B.
The variance of the sample mean equals zero for large samples
C.
The standardized sample mean converges in distribution to a standard normal as the sample size grows
D.
The sample mean converges to the true mean almost surely
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