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xn bei.i.d. N(/I, 1. Let Xl, of Xn and show that P (l Xn 1) and define Xn J 1 Xi. Find the distribution

xn bei.i.d. N(/I, 1. Let Xl, of Xn and show that P (l Xn 1) and define Xn J 1 Xi. Find the distribution < E) 1 as n i oc for any E > 0.

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