Note: There is an unfortunate inaccuracy in Exercise 1(h) (stemming from me first working with a different focus parameter than the one I chose to use in the end). The focus parameter mu is meant to be equal to the upper tail probability Pr(Y \ge y0) throughout Exercise 1, as explained in (b)-(g), i.e. also in point (h). So \mun there is as in the formula of point (e), but with a = delta/rootn, etc. -- Though this is fairly clear from the context and hopefully does not stop anyone from thinking along the right lines, please mention this correction detail to your comrades.