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Q60Section ST (Statistics (Q11–Q65))60 of 65

Limit distribution of a dyadic sum

Let {Xn}n≥1\{X_n\}_{n \ge 1} be a sequence of independent random variables with Pr⁡(Xn=−12n)=Pr⁡(Xn=12n)=12  ∀n∈N\operatorname{Pr}(X_n = -\frac{1}{2^{n}}) = \operatorname{Pr}(X_n = \frac{1}{2^{n}}) = \frac{1}{2} \; \forall n \in \mathbb{N}. Suppose that ∑i=1nXi→dU\sum_{i=1}^{n} X_i \xrightarrow{d} U as n→∞n \to \infty. Then 6Pr⁡(U≤23)6 \operatorname{Pr}(U \le \frac{2}{3}) equals __________ (answer in integer).

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