Random Variableshard
0:00.0

For i.i.d. random variables X1,X2,,XnX_1, X_2, \dots, X_n with E[Xi]=0E[X_i] = 0 and E[Xi2]=1E[X_i^2] = 1, what is the limit of the moment generating function of Sn=1ni=1nXiS_n = \frac{1}{\sqrt{n}} \sum_{i=1}^n X_i as nn \to \infty?