Question: Let Z1, ...,Zn be a random sample from N(0, 1) distribution. Find the limiting distribution of Yn = n i=1(Zi + 1/n)/ n.

Let Z1, ...,Zn be a random sample from N(0, 1) distribution. Find the limiting distribution of Yn = n i=1(Zi + 1/n)/

√n.

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