you know that when

{Subscript[X, 1], Subscript[X, 2], ..., Subscript[X, n]}

are given n independent random variables, each with the Gamma[a, b] distribution, the distribution of their sum is Gamma[n a, b].

Use this fact and the Central Limit Theorem to explain why for large n, the Gamma[n a, b] distribution is very well approximated by theNormal[n a b, b Sqrt[n a]]distribution.

Please help me with this. Not sure what to do. Thank you