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Q24Section A (Section A)24 of 60

Limit of a self-normalised uniform sum

Let {Xk}k≥1\{X_k\}_{k\ge 1} be a sequence of i.i.d. U(−1,1)\mathrm{U}(-1,1) random variables. Suppose Yn=3n ∑i=1nXi∑i=1nXi4.Y_n=\sqrt{3n}\,\frac{\sum_{i=1}^n X_i}{\sum_{i=1}^n X_i^4}. Then {Yn}n≥1\{Y_n\}_{n\ge 1} converges in distribution as n→∞n\to\infty to a

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