Let (left{X_{n}ight}_{n=1}^{infty}) be a sequence of independent random variables where (X_{n}) has a (mathrm{N}left(0, n^{-1}ight)) distribution for

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Let \(\left\{X_{n}ight\}_{n=1}^{\infty}\) be a sequence of independent random variables where \(X_{n}\) has a \(\mathrm{N}\left(0, n^{-1}ight)\) distribution for all \(n \in \mathbb{N}\). Prove that \(X_{n}=O_{p}\left(n^{-1 / 2}ight)\) as \(n ightarrow \infty\).

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