Question: Solve the following: Let X1, X2, ... be i.i.d random variables with distribution UNI(-1, 1). Find the limiting distribution of the sequence Xit . .

Solve the following: Let X1, X2, ... be i.i.d random variables

Solve the following:

Let X1, X2, ... be i.i.d random variables with distribution UNI(-1, 1). Find the limiting distribution of the sequence Xit . . . + Xn Yn : = X?+ ...+ X2 Hint: Use the WLLN, CLT and the Cramer-Slutsky Theorem

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