Let $\{X_1,X_2,\ldots\}$ be random variables with mean $\mu$ and variance $\sigma^2$ both finite.
I know that the CLT gives
$$\frac{\sqrt{n}}{\sigma}\left(\frac{1}{n}\sum_{i=1}^nX_i - \mu\right)\overset{d}{\rightarrow}N(0,1)$$
But is it true that
$$\frac{\sqrt{n}}{\sigma}\left(\frac{1}{n}\sum_{i=1}^nX_i\right)\overset{d}{\rightarrow}N(\mu,1)$$
It seams right, but it cant prove it.