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(d) If n = 1000 and Z1, . .., Zn are independent N(0, 1) random variables, evaluate (as precisely as possible) P max(|Z1|, |Z2), .

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(d) If n = 1000 and Z1, . .., Zn are independent N(0, 1) random variables, evaluate (as precisely as possible) P max(|Z1|, |Z2), . . ., Z1000|) > 2In(1000)

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