(a) (i) In Example 10.25 with = .1, evaluate the required sample size n to ensure that (ii) Calculate the increase in n needed

(a) (i) In Example 10.25 with ε = .1, evaluate the required sample size n to ensure that (ii) Calculate the increase in n needed for the same upper bound (.02) with ε =

.05.

(iii) Repeat (i) and (ii) using the Normal approximation to the finite sample distribution and compare the results.

(b) Discuss briefly the lessons to be learned from the Bahadur and Savage (1956)

Example 10.21 pertaining to the use of limit theorems for inference purposes.

P(X-0|>e)