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Q55Section C (Section C)55 of 60

Normal approximation for a sum of gamma variables

Let X1,X2,…X_1,X_2,… be a sequence of i.i.d. random variables with the probability density function

f(x)={4x2e−2x,x>0, 0,otherwisef(x)=\begin{cases}4x^2e^{-2x}, & x>0,\ 0, & \text{otherwise}\end{cases}

and let Sn=∑i=1nXiS_n=\sum_{i=1}^nX_i. Then lim⁡n→∞P(Sn≤3n2+3n)\lim_{n\to\infty}P\left(S_n\le\frac{3n}2+\sqrt{3n}\right) is ______________________

Numerical answer: type the number (no options).

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