I am having trouble understanding the notation in the following Lindeberg-Feller CLT. The notation isn't defined anywhere else in the text so I would like to clarify a few things.
Firstly, what is $y_{ni}$? Is $i$ indexing the observation? E.g., if there are 5 observations in the sample, then we have $y_{n1}, \cdots, y_{n5}$? What does the subscript $n$ mean? How is the sample average $\overline{y}$ defined? Is it $\frac{1}{m}\sum_{i=1}^{m} y_{ni}$ where $m$ is the total number of observations?
