Stats n00b. What does N(μ, σ) mean?
I'm trying to piece it all together, but can't fill in all the gaps (search engines don't recognise it and I can't seem to find anywhere that uses this same formula for CLM.
It's in the context of If x∼N(μ,σ) then x¯∼N(μ,σn‾√)
So, something like, for a given value x, x is distributed as the total number of items in the population, something about the mean and standard deviation, but I don't understand the brackets and comma (and no idea if I'm on the mark at all).
You might have seen something like "if $X_i\sim N(\mu,\sigma^2)$ are identically and independently distributed, then their sample average $\overline X_n\sim N(\mu,(\sigma /\sqrt n)^2)$." Statements like this are often found in introductory stats courses and textbooks and Wikipedia articles (such as this one) and take unpacking to make sense. Wikipedia articles on "Normal distribution" and "Sample mean" might help you follow the unpacking and to hone your question.