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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.

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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.