e"e State the CLT for independent identically distributed real RVs with mean u and variance o². Suppose that X. X,.. . are independent identically distributed random variables each uniformly distributed over the interval [0, 1]. Calculate the mean and variance of In X. Suppose that 0

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State the CLT for independent identically distributed real RVs with
mean u and variance a².
Suppose that X. X,. . . are independent identically distributed random variables each
uniformly distributed over the interval [0, 1]. Calculate the mean and variance of In X.
Suppose that 0<a<b. Show that
P(x,X,..X,""e"" e [a, h)
tends to a limit and find an expression for it.
Transcribed Image Text:State the CLT for independent identically distributed real RVs with mean u and variance a². Suppose that X. X,. . . are independent identically distributed random variables each uniformly distributed over the interval [0, 1]. Calculate the mean and variance of In X. Suppose that 0<a<b. Show that P(x,X,..X,""e"" e [a, h) tends to a limit and find an expression for it.
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