Question: 5. Let X1, X2, . . . , Xn be independent and identically distributed random variables, and let Sn = X1 +X2 +

5. Let X1, X2, . . . , Xn be independent and identically distributed random variables, and let Sn = X1 +X2 +· · · +Xn. For large n, what is the approximate probability that Sn is between E(Sn) − σSn and E(Sn) + σSn ?

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