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Q56Section C (Section C)56 of 60

CLT for a drifting interval

Let X1,X2,…X_{1},X_{2},… be a sequence of independent and identically distributed random variables with mean 44 and variance 99. If Tn=1n∑i=1nXiT_{n}=\dfrac{1}{n}\sum_{i=1}^{n}X_{i}, then lim⁡n→∞P(4n−3<n Tn<6+4n)\lim_{n\to\infty}P\bigl(4\sqrt{n}-3<\sqrt{n}\,T_{n}<6+4\sqrt{n}\bigr) equals __________ (rounded off to two decimal places) [You may use Φ(2)=0.9772\Phi(2)=0.9772, Φ(1.5)=0.9332\Phi(1.5)=0.9332, Φ(1)=0.8413\Phi(1)=0.8413]

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