Question: Problem 7. (3%) Let S, = > X; where X1, X2, .... X, are iid with a distribution F which i=1 has a finite mean

Problem 7. (3%) Let S, = > X; where X1, X2, .... X, are iid with a distribution F which i=1 has a finite mean and variance. (The variance is positive.) Give an example of a distribution F for which S, is NOT approximately normal even when n = 10". (State the name of the distribution and the value(s) of any parameter(s).)
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