Daddy: Look, there's a policewomen over there. If you ever see a robber, you can go to her and let her know.
Cubling: What's a robber?
Daddy: It's a person who comes into the house and takes something away, who steals something. But it can't really happen because they can't come into the house. (note the attempt to not cause any worries, as she suffers badly enough from nightmares)
Cubling: What about if you leave the door open?
Daddy: That's right, if you leave the door open, a robber might come in and steal your plastic dinosaur.
Cubling: But what about my dinosaur can scare the robber away?
Daddy: But it's only a plastic dinosaur, they're not real so they can't scare anyone. (note attempt to stress that dinosaurs do not exist anymore and aren't scary as she regularly has nightmares of dinosaurs)
Cubling: I know that. I'm only telling a joke.
Daddy: I see.
Cubling: A person who steals something can be lady too. And a policeman can be a lady too.
Lesson in gender equality successful. Mummy and Daddy in stitches.