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Let W1, W2, . . . be an infinite sequence of independent random variables, each with the same distribution. Suppose that E[Wi] = 1 and

Let W1, W2, . . . be an infinite sequence of independent random variables, each with the same distribution. Suppose that E[Wi] = 1 and Var(Wi) = 9 for all i 2 1. For any integer n, let Wh = 1 Et Wi. What is limn- P(W > 1.96)? O 0.025 O 0 O 0.05 O 1

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