Question: =+(iii) How does the sample size n affect the approximation to E(Y )? In other words, does the accuracy of the approximation improve as n

=+(iii) How does the sample size n affect the approximation to E(Y )? In other words, does the accuracy of the approximation improve as n increases?

[Hint: First use the dominated convergence theorem (Theorem 2.16) to show that E(Y ) converges to a limit as n → ∞.]

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