Let Sn = X 1 +...+X n , where the Xs are independent, and X i has
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Let Sn = X1 +...+Xn, where the X’s are independent, and Xi has the Γ-distribution with parameters (1, (1/2)i). To which distribution is the distribution of Sn close for large n? Write limn→∞ fSn (x).
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