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The normal, or Gaussian, distribution has a density function that is a symmetrical bell-shaped curve. It is one of the most important distributions in statistics. Use the [normality-assumption] tag for asking about testing for normality.
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Accuracy in approximation with central limit theorem
I have set of random values with the same distribution $y_1, \ldots, y_N$
$$T = \frac{1}{N}\sum_{j = 1}^{N} y_j$$
I want to find the confidence interval for the mathematical expectation $E(Y)$
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