Let X1, . . . , Xn be i.i.d. as the standard normal distribution N(0, 1). Find the limit φ(t) of the characteristic func
Posted: Wed Jul 06, 2022 12:10 pm
Let X1, . . . , Xn be i.i.d. as the standard normaldistribution N(0, 1). Find the limit φ(t) of thecharacteristic functions φn(t)of ∑ni=1 Xi /√n,as n → ∞.