Let (Un, U, n>1) be asequence of random variables such that Un and U are independent,...

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Statistics

Let (Un, U, n>1) be asequence of random variables such thatUn and U are independent, Un is N(0, 1+1/n), and U is N(0,1), foreach n≥1.

Calculate p(n)=P(|Un-U|0.

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Given and that they are independent Hence is also    See Answer
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