For i.i.d. r.v.s X 1 ,...,X n with mean µ and variance σ 2 , give a value of n (as a specific number) that will ensure that there is at least a 99% chance that the sample mean will be within σ 2...

For i.i.d. r.v.s X₁,...,X_n
with mean µ and variance σ², give a value of n (as a specific number) that will ensure that there is at least a 99% chance that the sample mean will be within σ²
standard deviations of the true mean µ.