Question: 1.9. Suppose that e-cltla, where c > 0,0 < a < 2, is a chJ. (Theorem 6.5.4 below). Let {X j, j > I} be

1.9. Suppose that e-cltla, where c > 0,0 < a < 2, is a chJ. (Theorem 6.5.4 below). Let {X j, j > I} be independent and identically distributed r. v.' s with a common chJ. of the form as t ---+ O. Determine the constants band () so that the ch.f. of S n / bn e converges to g_ltl a .

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