Normal Distribution of Sample Means
From Statistics Libre Text:
For samples of size 30 or more, the sample mean is approximately normally distributed, with mean μX = μ and standard deviation σX = σ/√n where n is the sample size. The larger the sample size, the better the approximation.
The above is a pretty typical assertion in statistics texts. The derivation must be a doozy, it’s never shown, and there’s rarely a discussion of the Central Limit Theory itself.