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I've started reading about Limit Theorems in Probabilities.The chapter starts by saying, let's think of a sequence $S_n = X_1+X_2+X_3$ iid random variables. What is each random variable in the sequence. Is it a value from each r.v. or all the possible values from each r.v.? I understand what a random variable is, it is a function.

For $X_n$ being the height of students, we measured, for n class in a school. What is $X_1$ in a sequence? Is it the average?

user1011001229
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  • It means that $X_1$ is a random variable, and so is $X_2$, and so is $X_3$ and so on. Moreover, they are independent and identically distributed. – Andrew Dec 01 '22 at 21:20
  • Thank you for the response, for all these hours, I wasn't thinking that this is a sum. We just add the random variables. I got unstuck. Thank you. – user1011001229 Dec 01 '22 at 21:40

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