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Q12Section A (Section A)12 of 15

Limiting probability that a sum of exponentials exceeds its mean

Let X1,…,XnX_1,…,X_n be i.i.d. Exp(1)Exp(1) random variables and Sn=∑i=1nXiS_n=\sum_{i=1}^nX_i. Using the central limit theorem, the value of lim⁡n→∞P(Sn>n)\lim_{n\to\infty}P(S_n>n) is

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