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Problem 2. (Central Limit Theorem: Step 1) Let X,X1,X2, be a sequence of i.i.d. mean 0
variance 1 random variables, and set Sn=(X1++Xn)/n. Prove that EeiSn=(EeiX/n)n

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  • 1. Problem 2. (Central Limit Theorem: Step 1) Let X,X1,X2, be a sequence of i.i.d. mean 0 variance 1 random variables, and set Sn=(X1++Xn)/n. Prove that EeiSn=(EeiX/n)n