題組內容

5.  Consider a Gaussian distributed random variable \(X\) with mean \(\mu_X\) and variance \(\sigma_X^2\). The moment-generating function of \(X\) is defined as \(M_X(t) = E[e^{tX}]\).

(f) Assume that Alice try to estimate the mean of \(Z\) based on a random sample \(Z_1, Z_2, \cdots, Z_N\) of size \(N\) taken from the distribution of \(Z\). Find the minimum sample size required to ensure that the estimation error is smaller than 0.5 with a probability of 0.9.