Let X nj , j = 1, ..., k n be row-wise independent r.v.s with ÉX nj = 0, and Then with and under the

Let X_nj, j = 1, ..., k_n†’ ˆž be row-wise independent r.v.s with É›X_nj= 0,

and

Then with

and under the assumption that L(S_n) ‡’ N(0, 1), show that

By Theorem 1, it follows that, for every É› > 0,

†’ n †’ ˆž where F_nj is the d.f. of X_nj. One way of proceeding is to show that

o?(Xnj) = o < o, s, = E1 = 1,