I’ll try this again, since I didn’t get a solution last time Please see the attached
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Originally Posted by Bjorn I’ll try this again, since I didn’t get a solution last time Please see the attached Now you should compute the distribution function of $\displaystyle Z_n$ and prove that it converges to some limit when $\displaystyle n\to\infty$. $\displaystyle P(Z_n\leq t)=P(n(\theta-S_n)\leq t)=P(S_n\geq\theta-\frac{t}{n})=1-P(S_n< \theta-\frac{t}{n})=\cdots$
I get an exponential $\displaystyle \theta$.
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