Question: Let X be i.i.d. random variables with mean zero and variance . Let S = X + + Xn. Let stand for the standard

Let X be i.i.d. random variables with mean zero and variance .

Let X be i.i.d. random variables with mean zero and variance . Let S = X + + Xn. Let stand for the standard normal CDF. According to the central limit theorem, and as n , P (Sn 20 n) converges to (a), where: a = Furthermore, P (Sn0) converges to: (Here, enter the numerical value of the probability.)

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