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2) Let X,..X, be ii.d. N(O, 1) random variables. Define U- Find the limiting distribution of Zn (Hint: Recall that if X and Y

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2) Let X,..X, be ii.d. N(O, 1) random variables. Define U- Find the limiting distribution of Zn (Hint: Recall that if X and Y are independent N(0, 1) random variables, then has a Cauchy distribution...
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