4. Consider a sequence of independent, identically distributed random variables X1, X2, X3, .... Suppose E[X ] = / and E[(X; - )?] = 02 for all i e {1, 2, ...}. Consider the sample mean of the first n X;'s, defined as Mn = n Consider the following statements: I The chance that the sample mean is more than .001 away from / approaches 0 as the sample gets bigger. In other words lim P(|Mn - #| > .001) = 0. 1-+00 II The sample mean approaches a Gaussian distribution in the sense that lim P(Mn - H