Let $\{ξ_i\}_{i=1}^n$ be i.i.d. random variable with $Eξ_i = 0$, $Dξ_i = σ^2 > 0$ and let $η_n = \frac{1}{\sigma\sqrt{n}}\sum_{i=1}^{n}ξ_i$. Prove/disprove existence of $(P) \lim_{n\to\infty} η_n$.
What is the meaning of $(P)$ in the above question?
Let $\{ξ_i\}_{i=1}^n$ be i.i.d. random variable with $Eξ_i = 0$, $Dξ_i = σ^2 > 0$ and let $η_n = \frac{1}{\sigma\sqrt{n}}\sum_{i=1}^{n}ξ_i$. Prove/disprove existence of $(P) \lim_{n\to\infty} η_n$.
What is the meaning of $(P)$ in the above question?
$(P) \lim $ stands for convergence in probability. Here we have convergence in distribution but not convergence in probability.