When n is pretty small, it doesn't approach a normal distribution that well. So when n is small, I mean, let's take the extreme case. What happens when n is equal to 1? That literally just means I take one instance of this random variable and average it. Well, it's just going to be that thing. So if I just take a bunch of trials from this thing and plot it over time, what's it going to look like? Well, it's definitely not going to look like a normal distribution.