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.
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→ ∞.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F680f25e8-67cc-4689-b50c-53b5c12fc146%2F3b0977c8-2ca9-4ca4-9889-efef1daff347%2Fwmp5k2b_processed.png&w=3840&q=75)
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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