Identical distributions required in Central Limit Theorem

Question

Explain identical distributions required or not in the central limit theorem.

Answer 1

Though, you can get around three restrictions to some extent and even get the Central Limit Theorem, or something very much like it. For example, you don’t need to have completely identical distributions. So long as none of the random variables has too much more influence on the average than the others then it even works. You are still allowed to have some weak dependence among the variables.