Thanks to P.Windridge's comment, I can now answer my own question. Indeed the convergence to standard normal in question can follow from a triangular array version of CLT called the Lindeberg-Feller CLT. Proof can be found on Durrett's *Probability: Theory and Examples* (freely available online). I reference the statement of the theorem from Durrett: >[![enter image description here][1]][1] To arrive at our desired result, simply let $X_{n,m}:=\dfrac{X_m^{( n )} - p_n}{\sqrt{n p_n (1-p_n)}}$. [1]: https://i.sstatic.net/hKVdL.jpg