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Let X1, X2, ... be independent N(u, 2) random variables and define Sn = X1+ X2+ . . .+ Xn. Express P(|'n - u) >

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Let X1, X2, ... be independent N(u, 2) random variables and define Sn = X1+ X2+ . . .+ Xn. Express P(|'n - u) > e) in terms of n, e and the Q function. Confirm that limn - P(| ' - M| 2 6) =0 based on this expression

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