Hey tttcomrader.

Since you have an expectation within the probability, you can use the identity E[X_bar] = mu which means you will get mu^2 and X_bar^2 left inside the expression.

From there you can either consider proving that X_bar^2 approaches mu^2 in convergence or you can use the equality mu^2 - X_bar^2 = (mu - X_bar)(mu + X_bar) and attempt to show that if z = mu + X_bar, then P(z*|mu-X_bar|) < epsilon. (You may have to show that the above holds for absolute values by considering the different branches).