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**Problem:**

Let $X_n$ be independent random variables such that $X_1 = 1$, and for $n \geq 2$,

$P(X_n=n)=n^{-2}$ and $P(X_n=1)=P(X_n=0)=\frac{1}{2}(1-n^{-2})$.

Show $(1/\sqrt{n})(\sum_{m=1}^{n}X_n-n/2)$ converges weakly to a normal distribution as $n \rightarrow \infty$.

**Thoughts:**

My professor sent this problem over email and I am first off wondering about the notation. I think that the last line is meant to read $(\frac{1}{\sqrt{n}})(\frac{\sum_{m=1}^{n}X_m-n}{2})$? (I assume the summation index was simply a typo and that it is all over 2 not just the n?)

If that is the case, then I am thinking this is a consequence of the Central Limit Theorem.

Which has conclusion,

$\frac{S_n - \mu n}{\sigma \sqrt{n}} \implies \chi$

where $\chi$ is $N(0,1)$.