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Random Variableshard
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For i.i.d. random variables X1,X2,…,XnX_1, X_2, \dots, X_nX1​,X2​,…,Xn​ with E[Xi]=0E[X_i] = 0E[Xi​]=0 and E[Xi2]=1E[X_i^2] = 1E[Xi2​]=1, what is the limit of the moment generating function of Sn=1n∑i=1nXiS_n = \frac{1}{\sqrt{n}} \sum_{i=1}^n X_iSn​=n​1​∑i=1n​Xi​ as n→∞n \to \inftyn→∞?