Bernoulli confidence intervals

Gekko
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Confidence intervals

1. Homework Statement [/

Use CLT to construct approximate symmetric 100(1-alpha)% confidence interval [L,R] for p then show that [L,1] is then an approximate 100(1-alpha/2)% confidence interval for p


The Attempt at a Solution




When [L,1] then we have a one sided confidence interval.
What we effectively need to show is that the area under the normal curve from -inf to alpha/2 is equal to the area under the curve from -inf to alpha/4 + the area under the curve from alpha/4 to inf
I was going to look at the error function as a way to solve this. I haven't managed it though. Any thoughts?
 
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This isn't related to Bernoulli. Thanks to CLT we assume normality so the question is how to formally prove the above in a mathematical way.
Can we just use the CDF?
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
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