How do you show that $$\sqrt{n}\cdot\mathbb{E}\left[X\cdot \mathbb{1}_{|X|\leq\sqrt{n}}\right]\to 0$$
for a random variable $X$ with zero mean? Do we need finite variance?
How do you show that $$\sqrt{n}\cdot\mathbb{E}\left[X\cdot \mathbb{1}_{|X|\leq\sqrt{n}}\right]\to 0$$
for a random variable $X$ with zero mean? Do we need finite variance?
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