Problem 3. (Central Limit Theorem: Step 2) Let X be a mean 0 variance 1 random variable.
Further, assume that EX3C. Prove that EeiX/n=12n2+O(n3/2),asn, for all fixed R..
Problem 3. (Central Limit Theorem Step 2) Let X be a mean 0 variance.pdf
1. Problem 3. (Central Limit Theorem: Step 2) Let X be a mean 0 variance 1 random variable.
Further, assume that EX3C. Prove that EeiX/n=12n2+O(n3/2),asn, for all fixed R.