Let $X_1, X_2, \ldots, X_n$ be a sequences of independent random variables. $X_i \sim U(0, 2A)$.
Compute $E(X_i)$ and the $Var(X_i)$. Also compute the $lim_{n\to\infty} P(X_1, X_2, \ldots , X_n > na + x\sqrt{b})$.
I found the expected value and variance to be $E(X_i) = a $ and $Var(X_i) = a^2/3 $. I'm having trouble solving the limit.