It holds true even if the quantities are not independent as long as they are not highly correlated and even if they have different distributions.
It holds true even if the quantities are not independent as long as they are not highly correlated and even if they have different distributions. How large a sample size n is required for its result to be true is dependent on the population distribution – if the population is normally distributed, an n of 1 is sufficient. FTP, name this theorem which states that the distribution of an average tends to be normal, even when the distribution from which the average is computed is decidedly non-normal.
It holds true even if the quantities are not independent as long as they are not highly correlated and even if they have different distributions.
{Central Limit Theorem}