1. The problem statement, all variables and given/known data Let M=(X1+X2+...+X100)/100 where each Xi's has the same distribution of X. Find P(11<M<12) in terms of the cumulative distribution function for the standard normal distribution. 2. Relevant equations 3. The attempt at a solution This looks like a "central limit theorem(CLT)" question to me, but with a careful look at the assumptions of CLT, it says that the Xi's must be independent and identically distributed while in this question, there is nothing that indicates independence. How can I solve this problem then? Thank you for helping!