Question: 9. Let X1, X2, ... be iid random variables with pdf 1 - cos( x) f ( x) := XER. Define Sn := E_ Xi


9. Let X1, X2, ... be iid random variables with pdf 1 - cos( x) f ( x) := XER. Define Sn := E_ Xi for n = 1, 2, .... (a) Show that the characteristic function of each X; is: |1 - |t) if It| $ 1, d(1 ) = if [t | > 1. (b) Prove that (S,) converges in distribution to a Cauchy random variable as 1 - 00
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