25. Suppose X1, X2, ... are independent random variables with 1 P(Xk = k) = P(Xx = -k) = 2k2 P(Xx = 1) = P(Xx = -1) = =
Posted: Wed May 11, 2022 8:14 pm
25. Suppose X1, X2, ... are independent random variables with 1 P(Xk = k) = P(Xx = -k) = 2k2 P(Xx = 1) = P(Xx = -1) = = (:-) Show that, while BX, = 0 and Var( yn Xn) → 2, it is not true that yn(x,-0)/724 N(0,1); that is, the CLT does not hold.