The central limit theorem. 4. Let {X₂} be iid random variables on R and suppose X₁ is not de- terministic (constant) and EX² < ∞. Let Sn = 1 Xj. Show that for any M P(|Sn≤ M)→ 0 as nx.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter9: Systems Of Equations And Inequalities
Section9.9: Properties Of Determinants
Problem 40E
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The central limit theorem.
4. Let {Xn} be iid random variables on R and suppose X₁ is not de-
terministic (constant) and EX² <∞. Let Sn = -1 Xj. Show that
for any M
P(|Sn| ≤ M) → 0
as n→ ∞.
Transcribed Image Text:The central limit theorem. 4. Let {Xn} be iid random variables on R and suppose X₁ is not de- terministic (constant) and EX² <∞. Let Sn = -1 Xj. Show that for any M P(|Sn| ≤ M) → 0 as n→ ∞.
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