Let $X\_i, i=1,2,...,n$ be a set of iid observations, assumed symmetric about $\mu$. Let $R\_i$ be the rank of the absolute deviations from some $\mu\_0$, i.e. $R\_i=\text{rank}(|X\_i-\mu\_0|)$. Let $Z\_i=\text{sign}(X\_i-\mu\_0)$. Under the null hypothesis $\mu\_0=\mu$.

If I pick up only one sample each time, let X be the random variable, the expected average value E(X) is 0.5, isn't it? the variance of X is 0, isn't it? so how 
how can I apply CLT for signed rank tests?