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Q53Section III (Statistics)53 of 84

Marginal convergence in distribution says nothing about sums

Let Xn=XX_n=X and Yn=−XY_n=-X, where X∼N(0,1)X\sim N(0,1). Let Y∼N(0,1)Y\sim N(0,1). Then, which of the following is more appropriate?

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