Question: Hi, could any maths expert help clarify how to solve this question? Thank you! If X1, X2, ... is a sequence of i.i.d. random variables

Hi, could any maths expert help clarify how to solve this question? Thank you!

If X1, X2, ... is a sequence of i.i.d. random variables of mean u and variance o', what is limn- P Lk=1 ona E [-1, 1] for a E [0, 1] (your answer may depend on a and P, the CDF of a N(0, 1) variable)

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