(c) If Z ~ N(0, 1), we have 2 P (IZ| > 20) 20) ~ exp OV2TT 2 If Z1, . . . , Zn are independent N(0, 1) random variables, use this approximation to show that for any ( > 0 P max | Zil > (1 + () \\2In(n) -+ 0 1 co. (Hint: Note that n P max Zil > x ) = P ( UllZil > ac] ) 1