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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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CLT convergence rate for sum of uniforms (in TV distance)

Suppose $X_1, \cdots, X_n \sim_{\mathrm{iid}} U([-1,1])$, where $U([-1, 1])$ denotes the continuous uniform distribution over the interval $[-1, 1]$ (so $E[X_i] = 0$ and $\text{Var}[X_i]= 1/3$). Let $ …