Mathematics · Probability Theory
Suppose X1, X2, … are independent and identically distributed N(0, 1) random variables and Yn = X14 + X24 + … + Xn4. Which of the following probabilities converges to 12 as n → ∞?
- 1P{Yn ∈ [0, 2n]}
- 2P{Yn ∈ [n, 3n]}✓
- 3P{Yn ∈ [2n, 4n]}
- 4P{Yn ∈ [3n, 5n]}
Correct answer
P{Yn ∈ [n, 3n]}
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