Part (e):
If the sample size is increased from 100 to something larger, the probability of rejecting the null hypothesis when the population mean is 125 will be higher than it is for a sample of size 100. Intuitively, more data provide a higher probability of a correct conclusion. The technical explanation is that the rejection region will still be z>1.645, but the sampling distributions of the sample mean will have a smaller standard deviation;
therefore, the minimum value of xˉ for which we would reject the null hypothesis would be lower and, in return, the probability the null hypothesis is rejected will increase.