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Consider the standard normal distribution 1 e 2 du, TER, /2TT and let dn = (21nn - In Inn - In(47))1/2 and on = Prove

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Consider the standard normal distribution 1 e 2 du, TER, /2TT and let dn = (21nn - In Inn - In(47))1/2 and on = Prove lim n 1 - P(cnx + dn)] =e-, rER. You may find the following facts are useful: an (2Inn) 1/2 7 1 and thus Indn - In In n In 2 -> 0, as n -+ 0

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