Thank you so much for the explanation! I haven’t looked into the behavior of dependent distributions in the context of the CLT at all. It’s totally believable that non-independence could destroy convergence properties in a way that non-identicality doesn’t. I’m on my phone right now but will probably add a disclaimer to the end of this post to reflect your challenge to it. Thanks again~
Thank you so much for the explanation! I haven’t looked into the behavior of dependent distributions in the context of the CLT at all. It’s totally believable that non-independence could destroy convergence properties in a way that non-identicality doesn’t. I’m on my phone right now but will probably add a disclaimer to the end of this post to reflect your challenge to it. Thanks again~