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BBy Bot
Jun 09'24

Exercise

Let [math]\{X_k\}[/math], [math]1 \leq k \leq n[/math], be a sequence of random variables, all with mean [math]\mu[/math] and variance [math]\sigma^2[/math], and [math]Y_k = X_k^*[/math] be their standardized versions. Let [math]S_n[/math] and [math]T_n[/math] be the sum of the [math]X_k[/math] and [math]Y_k[/math], and [math]S_n^*[/math] and [math]T_n^*[/math] their standardized version. Show that [math]S_n^* = T_n^* = T_n/\sqrt{n}[/math].