Re: Help please!
- The variables X1,..,Xn are i.i.d (independent, identically
distributed) with 'cauchy' distribution. If X is a random variable
with cauchy distribution, then for all u in R:
(where we have used the independence for E[prod.. = prod E[.. )
so the characteristic function of Sn/n is also that of a cauchy
distributed variable for all n.