X is a random variable. With any distribution. Central limit theorem The sum of X (many many independent and identically distributed X) will become normal as the number of X goes larger. rule of thumb: when n>=30 the sum of X is already close to normal. -> 记. Sampling distribution: distribution of $\bar{X}$, $\hat{P}$ For $\bar{X}$ sample mean. 1) assume sample size $n \geq 30$. 2) assume sample size $n < 0.1N$