6.19 Let the random variables Y1, Y2, . . . be independent and distributed as Bernoulli(i 1),...
Question:
6.19 Let the random variables Y1, Y2, . . . be independent and distributed as Bernoulli(i
−1), i ≥ 1. Show that
n i=1 Yi − log n √
log n
−→d N(0, 1).
(Hint: You may recall that
n i=1 i
−1 − log n converges to a limit known as Euler’s constant. The actual value of the constant does not matter.)
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