Question: how can i sole this problem? (a) Prove following Theorem (* I want to know detailed proof!) Theorem 5.2.9. Let {Xn} be a sequence of

 how can i sole this problem? (a) Prove following Theorem (*

how can i sole this problem?

(a) Prove following Theorem (* I want to know detailed proof!) Theorem 5.2.9. Let {Xn} be a sequence of random variables such that n(Xn)DN(0,2). Suppose the function g(x) is differentiable at and g()=0. Then n(g(Xn)g())DN(0,2(g())2). (b) What happens when g()=0 but g()=0 in above Theorem 5.2.9

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