$X_1, ..., X_n \in B(\theta)$. Find CI for $\theta$ with given $\alpha$ We know that $E[B]=\theta, D(X)=\theta(1-\theta)$
$\frac{\bar{X}-E[X]}{\delta/\sqrt{n}} \in N(0,1)=\frac{\bar{X}-\theta}{\theta(1-\theta)}$ CI I've got: $\bar{X}+-Z_{\frac{\alpha}{2}}\frac{\theta(1-\theta)}{\sqrt{n}}$
But how to get rid of $\theta$ ?