Suppose that (Y_{1}, ldots, Y_{n}) are i.i.d. random variables with the probability distribution given in Figure 2.10a.

Question:

Suppose that $Y_{1}, \ldots, Y_{n}$ are i.i.d. random variables with the probability distribution given in Figure 2.10a. You want to calculate $\operatorname{Pr}(\bar{Y} \leq 0.1)$. Would it be reasonable to use the normal approximation if $n=5$ ? What about $n=25$ or $n=100$ ? Explain.

Figure 2.10a