Consider random sample X1, X2 where both random variables take value 1 with probability p* and value 0 otherwise (p* is unknown). Suppose that we construct random interval X1+X2 _ 0.2; 2 2 X1+X2 + 0.2 hoping that, on average, it will capture the true value of p*. Consider the case where p* = 0.25. In this case, what is the probability that our random interval captures the true value of the parameter, i.e., P X1+X2 - 0.2