So if we bring up our handy-dandy z-table, we're looking for 0.005, because
0.005 times 2 is 0.01. So here's 0.0051 and 0.0049, so z-critical value is
negative 2.57, or negative 2.58. It doesn't really matter too much, we'll just
say it's about negative 2.57. So if a proportion of 0.005 is less than negative
2.57, a proportion of positive 0.005 is greater than positive 2.57. So our z
critical values are negative 2.57 and positive 2.57 and we can just shorten
this to plus or minus 2.57.