Past exam of the mathematics course of the University of Oxford / Undated / Prelims / Mathematics III resit / 5 / c / iii

Let $A=\{|Z|>2\}$ and $B=\{Z>0\}$. The standard normal distribution is symmetric and assigns no probability mass to zero. Thus $\mathbb{P}(B)=1/2$, and its equal two-sided tails giveThereforeso the two events are independent. The permitted approximation gives $\mathbb{P}(A)\approx 0.05$ and $\mathbb{P}(A\cap B)\approx 0.025$, but independence is exact.