Question: Write down the PDF of a generic normal r.v. Convert back and forth between a standard normal r.v. and a generic normal via linear transformation

Write down the PDF of a generic normal r.v. Convert back and forth between a standard normal r.v. and a generic normal via linear transformation Find the PDF of a linear transformation and sum of normals State the The Central Limit Theorem in full, from scratch Use the central limit theorem to approximate the distribution of a running sum, or sample average, with a generic normal r.v. with correct mean and variance

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