Use the normal approximation of the Poisson distribution to sketch the approximate sampl...

Use the normal approximation of the Poisson distribution to sketch the approximate sampling distribution of of Example A of Section 8.4. According to this approximation, what is

for δ = .5, 1, 1.5, 2, and 2.5, where λ0 denotes the true value of λ?

Reference

Poisson Distribution

The first moment for the Poisson distribution is the parameter λ = E(X). The first sample moment is