Please help me with this study question and please include steps.

That blurry part says, "with identical distribution."

Let X1, X2, ... be a sequence of independent random variables with identical dis- tabution. Let their mean be given by E(X;) = u and their variance by V(X;) = 02. Moreover, define Sn = = (X1 + X2+ ...+Xn). n For any a > 0, compute lim P ( 1 - -