(10 points) Let X1, X2,... be a sequence of independent random variables with identical dis- tribution. Let their mean be given by E(X;) = / and their variance by V(X;) = o'. Moreover, define Sn = =(X1 +X2 + . . . + Xn). n For any a > 0, compute lim P ( R - n-+00 n Hint: use the Central Limit Theorem. You will have to distinguish three cases