# How To Deal With the Central Limit Theorem, and is it Related to the Normal Distribution?

$f\left( x \right)=\frac{1}{\sqrt{2\pi {{\sigma }^{2}}}}\exp \left( -\frac{{{\left( x-\mu \right)}^{2}}}{2{{\sigma }^{2}}} \right)$

### Manipulating the Normal Distribution

$\int\limits_{-\infty }^{\infty }{\frac{1}{\sqrt{2\pi {{\sigma }^{2}}}}\exp \left( -\frac{{{\left( x-\mu \right)}^{2}}}{2{{\sigma }^{2}}} \right)dx}=1$

$\int\limits_{-\infty }^{\infty }{\frac{x}{\sqrt{2\pi {{\sigma }^{2}}}}\exp \left( -\frac{{{\left( x-\mu \right)}^{2}}}{2{{\sigma }^{2}}} \right)dx}=\mu$

and

$\int\limits_{-\infty }^{\infty }{\frac{{{x}^{2}}}{\sqrt{2\pi {{\sigma }^{2}}}}\exp \left( -\frac{{{\left( x-\mu \right)}^{2}}}{2{{\sigma }^{2}}} \right)dx}={{\mu }^{2}}+{{\sigma }^{2}}$

### Standard Normal Distribution and Z-scores

$Z=\frac{X-\mu }{\sigma }$

$Z=\frac{X-\mu }{\sigma}$

$X-72<75.5-72$

$\frac{X-72}{8}<\frac{75.5-72}{8}$

### The Central Limit Theorem (CLT)

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