Past exam of the probability, statistics and options I course of the University of Oxford / 2009 / M / 3 / a

The iid central limit theorem states that if $Y_1,Y_2,\dots$ are independent and identically distributed with finite mean $\mu$ and variance $0<{\sigma }^2<\infty$, thenEquivalently, its cumulative distribution functions converge at every real argument to the standard normal cumulative distribution function.