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Q137Section III (Statistics)137 of 190

Uniform boundedness with diverging total variance forces the CLT via Lyapunov's condition

Let {Xn}\{X_n\} be a sequence of independent and uniformly bounded random variables, and E[Xn]=0E[X_n]=0, and Var⁡(Xn)=12n\operatorname{Var}(X_n)=\dfrac1{2n} for each nn. Let Sn=X1+⋯+XnS_n=X_1+\dots+X_n and σn2=Var⁡(Sn)\sigma_n^2=\operatorname{Var}(S_n). Then which of the following is not true?

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