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Q14Section A (Section A)14 of 60

CLT constants for scaled discrete variables

Let X1,X2,…X_1, X_2, \dots be a sequence of independent random variables such that P(Xi=i)=14andP(Xi=2i)=34,i=1,2,… .P(X_i = i) = \frac{1}{4}\quad\text{and}\quad P(X_i = 2i) = \frac{3}{4},\quad i=1, 2, \dots. For some real constants c1c_1 and c2c_2, suppose that c1n∑i=1nXii+c2n→dZ∼N(0,1),as n→∞.\frac{c_1}{\sqrt{n}}\sum_{i=1}^n \frac{X_i}{i} + c_2\sqrt{n} \xrightarrow{d} Z \sim N(0, 1),\quad\text{as }n\to\infty. Then, the value of 3(3c1+c2)\sqrt{3}(3c_1+c_2) equals

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