$I_n$ is the indicator rv where $I_n=1$ if $A_n$ occurs and 0 otherwise.
Then define $\eta_n = \sum_{k=1}^n I_k$
I'm given this statement:
But in another post about the same proof, I have this:
$X_n$ is the same r.v. as $\eta_n$
But in the first case, $\sigma^2(\eta_n)$ is the standard deviation but in the second case, $V(X_n)$ is variance.
Are variance and standard deviations supposed to be equal?
This is the link to the first case page 8
This is the link to the second case enter link description here

