n

X
the distribution of Xi becomes approximately normal with mean n and variance n 2
i=1
n
1X 2
the distribution of X = Xi becomes approximately normal with mean and variance .
n n
i=1

If X and Y are joint distributed with PMF f (x, y), then

X
the marginal distribution of X is given by fx (x) = f (x, y)
y
X
the marginal distribution of Y is given by fy (y) = f (x, y)
x
f (x, y0 )
f (x|y = y0 ) = .
fy (y0 )
P
X xf (x, y0 )
E[X|Y = y0 ] = xf (x|y = y0 ) = x
x
fy (y0 )