Determine if the sequence sn converges in distribution

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Reference no: EM131216308

Suppose X_k is a sequence of zero-mean Gaussian random variables with covariances described by Form the sequence of sample means

Note that in this case we are forming the sequence of sample means of dependent random variables

(a) Determine if the sequence S_n converges in distribution.

(b) Determine if the sequence S_n converges in probability.

Reference no: EM131216308

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