Question: Suppose that X1, . . . , Xn form a random sample from the Bernoulli distribution with parameter p. Let Xn be the sample average.

Suppose that X1, . . . , Xn form a random sample from the Bernoulli distribution with parameter p. Let Xn be the sample average. Use the variance stabilizing transformation found in Exercise 5 of Section 6.5 to construct an approximate coefficient γ confidence interval for p.

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