# Asymptotic distribution for moments of gaussian distribution

Is there a way to find the asymptotic distribution for the moments of Gaussian distribution?

More specifically, say you have $X_1, ..., X_n \sim N(\mu, \sigma^2)$. For a moment $m_{n, k} =\frac{1}{n} \sum_{i=1}^n (X_i - \bar{X}_n)^k$, we want to find an asymptotic distribution $G$, such that: $$a_n ( m_{n,k} - \mu_k ) \rightarrow G$$ For some sequence of numbers $a_n$. Or maybe in a more general form: $$a_n ( m_{n,k} - b_n ) \rightarrow G$$ For some sequence of numbers $a_n$ and $b_n$.

PS. I am not sure how hard/easy the problem is. If it is easy, any hints/pointers are appreciated.

• way to go with delta method. – Khashaa Dec 14 '14 at 8:27