Question: Let X1, . . . , Xn be independent random variables such that E(Xi) = and var(Xi) = 2 i for i = 1, .

Let X1, . . . , Xn be independent random variables such that E(Xi) = and var(Xi) = 2 i for i = 1, . . . , n. Suppose that 2 i v for all i and for some fixed constant v. Show that for any fixed e > 0 it holds that P{ | ((X1 + . . . + Xn)/n) | >=e } 0 as n .

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