Question: Let X 1 ,X 2 , ... be a sequence of independent exponential r.v.s with E{X i } = 2, and let S n =

Let X1,X2, ... be a sequence of independent exponential r.v.’s with E{Xi} = 2, and let Sn = X1+...+Xn. Find limn→∞ P(Sn ≤ 2n+ √n).

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