Skip to content
Q9Section A (Section A)9 of 60

CLT for pairwise differences

Let {Xn}n≥1\{X_{n}\}_{n\ge 1} be a sequence of i.i.d. random variables such that E(Xi)=1E(X_{i})=1 and Var⁡(Xi)=1\operatorname{Var}(X_{i})=1, i=1,2,…i=1,2,…. Then the approximate distribution of 1n∑i=1n(X2i−X2i−1)\dfrac{1}{\sqrt{n}}\sum_{i=1}^{n}\left(X_{2i}-X_{2i-1}\right), for large nn, is

Options

Pick an option to check your answer.