Question: 3.5. Five independent samples, each of size n, are to be drawn from a normal distribution where \(\sigma \) is known. For each sample, the interval \(\left( \bar{y}-0.96\cdot \frac{\sigma }{\sqrt{n}},\,\,\,\bar{y}+0.96\cdot \frac{\sigma }{\sqrt{n}} \right)\) will be constructed. What is the probability that at least four of the intervals will contain the unknown \(\mu \) ?