2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/138515In regression theory, it is stated that the disturbance term follows the normal distribution when the sample size is large. In Professor J.Johnston's words: "In view of the many factors involved, an appeal to the Central Limit Theorem would further suggest a normal distribution for u." This paper includes an elementary proof that the disturbance term follows the normal distribution when n is large.4 pagesProbabilitytext