Posted by **Bill** on Sunday, February 12, 2012 at 3:25pm.

Five independent samples, each of size n, are to be drawn from a normal distribution where sigma is known. For each sample, the interval (y-bar - 0.96 * sigma/sqrt(n), y-bar + 1.06 *sigma/sqrt(n)) will be constructed. What is the probability that at least four of the intervals will contain the unknown mu?

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