4.2 Cauchy's version of the theorem
Cauchy was one of the first mathematicians to seriously consider probability theory
as "pure" mathematics. He contributed in several different fields of mathematics
and came up with a new way of proving the CLT. Cauchy's proof follows a
different line compared to the previous proofs. He first found an upper bound to the
difference between the exact value and the approximation and then specified
conditions for this bound to tend to zero.
Cauchy gives his proof for independent identically distributed variables