This is a question regarding the central limit theorem. In my model, I have five sources of disturbances, each following a particular distribution. I sample the data from each and sum to determine the final disturbance. Will the distribution of the final disturbances be normal?
I read this sentence " In large problems, we can invoke the central limit theorem for all but the ﬁrst few completion times and use normal distributions as close approximations to the convolutions we need. " -Kenneth Baker I am unable to justify it. Since only the means of the large sample follow normal distribution how can the random variable themselves form normal distribution when sampled? This is a question on application of central limit theorem!