Question

Which of the following theorem states that the distribution of averages of iid variables, properly normalized, becomes that of a standard normal as the sample size increases?

(a) Central Limit Theorem

(b) Central Mean Theorem

(c) Centroid Limit Theorem

(d) All of the mentioned

This question was addressed to me in a national level competition.

Origin of the question is Common Distributions in chapter Statistical Inference and Regression Models of Data Science

Answer 1

Right choice is (a) Central Limit Theorem

Easy explanation - The Central Limit Theorem (CLT) is one of the most important theorems in statistics.