1. Let \( X_1, X_2, \cdots, X_n \) be i.i.d. r.v.'s with (finite) unknown mean \( \mu \) and (finite) known variance \( \sigma^2 \), and suppose that \( n \) is large. \( \overline{X}_n \) is the sample mean of the \( X \)'s. Use the C.L.T. to construct a 95% confidence interval for \( \mu \) when \( n=100 \) and \( \sigma=1 \). (8%)

Table: Area \( \Phi(x) \) under the standard normal curve to the left of \( x \)