Let Y have the beta distribution with parameters and
whose mean and variance are given in Section 3.1 of the text.
Use S (in particular, the functions pbeta and qbeta) to investigate the
following conjecture: if
, then the distribution
of
is close to the standard normal distribution. How large do
and
have to be for the approximation to be accurate
in the sense of (a) ? How large do
and
have
to be so that the approximation is accurate in the sense of (b)?