Let (X_{1}, ldots, X_{n}) be a set of independent and identically distributed random variables following a (mathrm{N}(theta,
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Let \(X_{1}, \ldots, X_{n}\) be a set of independent and identically distributed random variables following a \(\mathrm{N}(\theta, 1)\) distribution.
a. Prove that if \(\theta eq 0\) then \(\delta\left\{\left|\bar{X}_{n}ight|:\left[0, n^{-1 / 4}ight)ight\} \xrightarrow{p} 0\) as \(n ightarrow \infty\).
b. Prove that if \(\theta=0\) then \(\delta\left\{\left|\bar{X}_{n}ight|:\left[0, n^{-1 / 4}ight)ight\} \xrightarrow{p} 1\) as \(n ightarrow \infty\).
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