An engineer measures a quantity q. It is assumed there is a random error in each measurement, so the engineer takes n measurements and reports the average of the measurements as the estimated value of q. If Yi is the ith measure of q, assume that Yi = q + Xi, where Xi is the error in the ith measurement. Also assume that the Xi's are independent and identically distributed (i.i.d.) random variables with mean E(Xi) = 0, and variance V(Xi) = 4. The engineer reports the average of measurements Mn.
How many measurements does the engineer need to make, to be 95% certain that the error in Mn is less than 0.1? In other words, what is the minimum value of n for which P(q - 0.1 ≤ Mn ≤ q + 0.1) ≥ 0.95? Explain how your answer is consistent with the assumptions of the calculation.