> Seems hard to formulate precisely… Well, it's an heuristic ;) The idea is that if you ever find a distribution that seems to be normal, you look for the fin

> Seems hard to formulate precisely… Well, it's an heuristic ;) The idea is that if you ever find a distribution that seems to be normal, you look for the finite variance variables that are lurking behind it. If you do not find these variables, then your distribution was not likely normal.