Question: Proceeding from Theorems 2 and 3, explain why the Cauchy distribution (which is stable) cannot be a limiting distribution for the normalized sum of i.i.d.

Proceeding from Theorems 2 and 3, explain why the Cauchy distribution (which is stable) cannot be a limiting distribution for the normalized sum of i.i.d. r.v.’s with a finite variance.

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