Statistics Graduate Level Quiz
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CONVERGENCE & LIMIT THEOREMS
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Let X1,X2,…X_1,X_2,\ldots be independent and identically distributed with E[Xi]=0E[X_i]=0 and Var⁡(Xi)=1\operatorname{Var}(X_i)=1. Consider the unequally weighted statistic Tn=n−3/2∑i=1niXiT_n=n^{-3/2}\sum_{i=1}^n iX_i. Which limiting distribution follows from an appropriate triangular-array central limit theorem?
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