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0 8. Let X1 ..., Xn be independent, Bernoulli-distributed with parameter p E (0, 1). Set n Xk. The interval k=1 Xn t za/2 /

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0 8. Let X1 ..., Xn be independent, Bernoulli-distributed with parameter p E (0, 1). Set n Xk. The interval k=1 Xn t za/2 \\/ Xn(1 - Xn) is commonly used as an approximate confidence interval for p on the confidence level 1 - a. Show that this is acceptable in the sense that In - P In ( 1 - Xn ) / n D + Z ~ N ( 0 , 1 ) , as n + 00

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