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I am reviewing and documenting a software application (part of a supply chain system) which implements an approximation of a normal distribution function; the original documentation mentions the same/...

Let $X = (X_1, X_2, \ldots , X_n)$ be an $n$-dimensional random variable, where each $X_i$ is a random variable on finite discrete set $S$. In addition, $X_i$ are independent of each other (but not ...