## Check of moments for pseudo random number generators using CLT

I’m trying to get to grips with my lecture notes but cannot understand the idea behind it. I’d really appreciate some help: “Generate a sequence of size $n$ from stated distribution. Consider an independent sample $X_1,X_2,X_3,..,X_n$ from pdf $f_x(x)$, with mean $\mu$ and variance $\sigma^2$. Then the CLT says that… (def. continued – I don’t … Read more