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Is the following statement True or False? Explain your answer. For independent random variables 1,2,...,X1,X2,...,Xn, where ()=E(Xi)= and ()=2var(Xi)=2, the central limit theorem (CLT) assumes

Is the following statement True or False? Explain your answer.

For independent random variables 1,2,...,X1,X2,...,Xn, where ()=E(Xi)= and ()=2var(Xi)=2, the central limit theorem (CLT) assumes that underlying random variable Xi has an approximately normal distribution.

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