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 with common mean μ\mu and common finite variance σ2\sigma^2. Consider the weighted average Wn=∑i=1nwniXiW_n=\sum_{i=1}^n w_{ni}X_i, where wni=2i/[n(n+1)]w_{ni}=2i/[n(n+1)]. Which statement is correct?
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