Mathematical Science Statistics & Exploratory Data Analysis Random Variables & Distribution Functions
Assume that \(X_1, X_2, …\) are independent and identically distributed Log-Normal random variables. We define\( Zn = (lnX_1)^2 + (lnX_2)^2 + ... + (lnX_n)^2.\) As n approaches infinity, which of the following probabilities converge to 1/2?
1
P(Zn < n)
2
P(Zn ≤ n2)
3
P(Zn ≥ n)
4
None of these