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Q106Section C (Part C)106 of 120

CLT and Slutsky for power sums of i.i.d. variables

Let X1,X2,…X_1,X_2,\dots be a sequence of independent and identically distributed random variables with E(X1)=0E(X_1)=0, E(X12)=1E(X_1^2)=1, E(X13)=0E(X_1^3)=0, E(X14)=3E(X_1^4)=3. Let Sn=∑i=1nXiS_n=\sum_{i=1}^nX_i, Tn=∑i=1nXi2T_n=\sum_{i=1}^nX_i^2, Un=∑i=1nXi3U_n=\sum_{i=1}^nX_i^3 and Vn=∑i=1nXi4V_n=\sum_{i=1}^nX_i^4. Then, which of the following statements are true?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Options

Select every correct option, then submit.