Mathematics 9709/62 — May/June 2024
Cambridge A-Level · Probability & Statistics 2 · worked solutions for every part, with the mark scheme
Topics The Poisson Distribution · Sampling and Estimation · Linear Combinations of Random Variables · Hypothesis Tests · Continuous Random Variables
A random variable has the distribution .
Approach
Since is large, approximate the Poisson distribution by a normal distribution with the same mean and variance:
Because is discrete, apply a continuity correction to the upper boundary , giving . Then standardise and use the standard normal table.
Working
The approximating normal distribution is
Apply the continuity correction:
Standardise:
Therefore
Answer
P(X ≤ 150) ≈ 0.676
Walkthrough
The random variable follows a Poisson distribution with parameter . For such a large value of , calculating the Poisson probability directly would require summing many terms, so we use a normal approximation. The rule is that can be approximated by , because a Poisson distribution has mean and variance both equal to . Here, , so the approximating distribution is .
Since the Poisson distribution is discrete and the normal distribution is continuous, we need a continuity correction. The event uses the upper limit , so in the continuous approximation we use . This accounts for the fact that integer values up to correspond to a continuous interval ending halfway between and .
Now we convert the boundary to a standard normal -score:
The required probability is the area under the standard normal curve to the left of , written . Using normal distribution tables, this area is approximately .
Key Takeaways
The normal approximation to a Poisson distribution is used when is large. It replaces with .
A continuity correction is essential when approximating a discrete distribution by a continuous one. For , use .
After standardising, the standard normal table gives the final probability.
Common Mistakes
- Omitting the continuity correction and using instead of . This gives an approximation that is not accepted, and the mark scheme only condones an incorrect or omitted continuity correction for the method mark, not for the final answer.
- Using as the standard deviation instead of . The variance is , so the standard deviation is the square root.
- Finding the wrong tail. For , we use the area to the left of the -value.
- Writing the unsupported answer . The mark scheme awards only partial credit if no working is shown.
Things to Be Careful About
The continuity correction boundary depends on the inequality sign: becomes , becomes , and becomes .
Keep the intermediate -value accurate enough before reading the table.
State the approximating distribution explicitly, as this earns a mark.
Use the correct formula ; here and .
Approach
The normal approximation to a Poisson distribution is reliable when the Poisson mean is sufficiently large. Justify it by writing down the value of and comparing it with the standard condition .
Working
Here , so
The usual condition for using the normal approximation is . In this case
so the condition is satisfied.
Answer
Since , the normal approximation is appropriate.
λ = 145 > 15, so the normal approximation is appropriate.
Walkthrough
To justify using the normal approximation, we need to confirm that the Poisson parameter is large enough that the distribution is approximately symmetric and bell-shaped. The standard rule used in this syllabus is . Since the given distribution is , we have , which is much larger than . Therefore the normal approximation is appropriate. It is essential to state the actual value , not just write , because the condition must be checked with the specific parameter.
Key Takeaways
The normal approximation to the Poisson distribution requires to be large; the A-Level convention is .
The mean and variance of are both , so the approximating normal distribution is .
Common Mistakes
- Writing only without identifying that . The mark scheme explicitly disallows this: you must state the value of .
- Comparing with the wrong threshold, such as 10 or 30. Use the syllabus condition .
- Using or a sample-size rule, which is for the Central Limit Theorem, not for a Poisson approximation.
Things to Be Careful About
- The condition is often accepted as as well, but the value must still be stated.
- A shorter sentence such as 'the mean is large' may be accepted only if it is clear that the mean is and is greater than .
- This justification is separate from the calculation and carries its own mark, so it should not be skipped.
Henri wants to choose a random sample from the 804 students at his college. He numbers the students from 1 to 804 and then uses random numbers generated by his calculator. The first 20 random digits produced by his calculator are as follows.
5 6 7 1 0 9 8 4 3 1 0 9 6 6 5 0 2 1 7 6
Henri’s first two student numbers are 567 and 109.
Approach
Group the random digits into three-digit blocks, since student numbers are from 1 to 804. Reject any block greater than 804 and any block already selected.
Working
Grouping the digits gives:
- : valid, already used.
- : valid, already used.
- : greater than 804, so reject.
- : already used, so reject.
- : valid, next student.
- : valid, next student (can be written as 21).
Answer
The next two students are and ().
665 and 021 (21)
Walkthrough
Henri needs three-digit student numbers because the students are numbered from 1 to 804. Group the random digits in threes from the start. The first two groups, 567 and 109, are the first two students. Continue with the next groups: 843 is too large, so it is ignored; 109 has already been chosen, so it is also ignored; 665 is valid and becomes the third student; 021 is valid and becomes the fourth student. The leading zero in 021 is allowed, so the answer can be written as 21.
Key Takeaways
Random digit sampling requires grouping digits into numbers of the correct size, rejecting numbers outside the sampling frame, and skipping repeats.
Common Mistakes
- Forgetting to reject 843 because it is greater than 804.
- Choosing 109 again instead of skipping a repeat.
- Giving more than two answers; only the first two new valid numbers count.
- Writing 21 without realising 021 is the same selection.
Things to Be Careful About
Check each three-digit block in order. A leading zero is part of the number. If a block is out of range or already selected, move to the next block without counting it.
There were 30 students in Henri’s sample. He asked each of them how much time, hours, they spent on social media each week, on average. He summarised the results as follows.
Use this information to calculate an unbiased estimate of the mean of and show that an unbiased estimate of the variance of is less than 0.1 .
Approach
Use the sample mean as the unbiased estimate of the population mean. For the variance, use the unbiased estimate with in the denominator:
Substitute , , .
Working
Since , the unbiased estimate of the variance is less than 0.1.
Answer
Mean = 61/3 ≈ 20.3; variance = 5/87 ≈ 0.0575
Walkthrough
The unbiased estimate of the population mean is the sample mean, so substitute directly: . For the variance, the unbiased estimate uses denominator , not , because dividing by would underestimate the population variance. Substitute into . Compute , so . Dividing by 29 gives , which is less than 0.1.
Key Takeaways
Unbiased estimates use for variance. The mean estimate is just the sample mean. Always show the formula and substitution.
Common Mistakes
- Using instead of in the variance denominator.
- Using without multiplying by .
- Arithmetic errors in .
- Forgetting to state that .
Things to Be Careful About
The two forms of the unbiased variance formula are equivalent:
Use whichever is easier, but keep the denominator. The exact fraction is .
Henri’s friend claims that Henri has probably made a mistake in his calculation of or .
Use your answer to part (b) to comment on this claim.
Approach
Compare the size of the estimated variance with what would be plausible for weekly social media use in hours. A very small variance suggests the data summary is unreliable.
Working
The estimated variance is about , so the estimated standard deviation is:
This means almost all students would be within about hours of the mean, which is unrealistically small for weekly social media times.
Answer
The variance is unrealistically small, so Henri has probably made a mistake in or ; the friend's claim is probably correct.
The variance is unrealistically small, so Henri has probably made a mistake; the claim is probably correct.
Walkthrough
Part (b) gave variance estimate about 0.0575, so standard deviation about 0.240 hours. For weekly social media use across 30 students, this is unrealistically small: it would mean almost all students spend within about a quarter of an hour of the same time. Therefore the data summary is suspicious, so Henri has probably made an arithmetic mistake in or . The friend's claim is probably correct.
Key Takeaways
An estimate can be mathematically correct but practically implausible. A very small variance for real-world data suggests a recording or calculation error.
Common Mistakes
- Only saying 'less than 0.1' without saying 'small'.
- Commenting on the mean being large or small instead of the variance.
- Not linking the small variance to the possibility of a mistake.
Things to Be Careful About
The mark scheme requires both ideas: the variance is small/unrealistic and Henri has probably made a mistake. Saying 'mean is large' alone is not enough, but 'mean is large compared with the variance' is acceptable.
A student wishes to estimate the proportion, , of students at her college who have exactly one brother. She surveys a random sample of 50 students at her college and finds that 18 of them have exactly one brother. She calculates an approximate confidence interval for and finds that the lower limit of the confidence interval is 0.244 correct to 3 significant figures.
Find correct to the nearest integer.
Approach
The lower limit of a confidence interval for a proportion has the form
We set the lower limit equal to the given value , solve for the critical value , then convert this to the total central probability of the standard normal distribution. That central probability equals (as a percentage).
Working
The sample proportion is
The standard error of the sample proportion is
Setting the lower limit equal to :
So
Since , we get
The confidence level corresponds to the central region of the standard normal distribution:
From the standard normal table, . Hence
So
Answer
α = 91
Walkthrough
This is a two-sided confidence interval problem, so the interval has the form: point estimate margin of error. The lower limit is the point estimate minus the margin. We know the point estimate (18 out of 50 students), we know the sample size , and we are told the lower limit is . So the only unknown is the critical value — the quantity that depends on the confidence level.
We substitute into
Step by step:
- Compute the standard error: .
- Rearrange the equation: the margin , so .
- Convert to a probability. Because this is a two-sided interval, the confidence level is the total area under the normal curve between and . That is (equivalently the mark scheme writes ).
- Multiply by 100 to express as a percentage: , which rounds to .
Key Takeaways
- The confidence interval for a proportion is always of the form
- When only one limit is given, substitute it back into the formula and solve for the critical value .
- The confidence coefficient that pairs with is the central area , expressed as a percentage.
- The words 'lower limit' or 'upper limit' tell you whether to use the of the sign.
Common Mistakes
- Quoting instead of ; the central probability is a decimal, but the question asks for a percentage.
- Using only one tail, such as or , instead of the whole middle region, which gives an incorrect level.
- Forgetting to divide by inside the square root when forming the standard error.
- Rounding too early; keeping preserves accuracy for the final conversion.
Things to Be Careful About
- The question asks for the answer correct to the nearest integer, so rounds to .
- The mark scheme accepts if it is stated, but to retain accuracy use until the final step.
- When reading the standard normal table for , a small misread can shift the last digit; only round at the very end.
A random variable has the distribution . Two independent values of , denoted by and , are chosen at random.
Approach
Since and are independent and identically distributed normals, the difference is a normal random variable with mean . The value is the centre of this symmetric distribution, so the probability that it is exceeded is exactly .
Working
Therefore
Answer
0.5
Walkthrough
Both and come from the same normal distribution and are chosen independently. The event is exactly the event . Because the two variables are drawn independently from the same distribution, there is complete symmetry: neither value is more likely to be the larger. Forming the difference shows this explicitly — is normal with mean . The central value of a normal distribution is its mean, and a normal distribution is symmetric about its mean, so the probability of being above is exactly half: . Note that the variance does not matter at all for this part: even though , the relevant boundary is the mean, so the tail probability is exactly .
A quicker conceptual route: since by symmetry and these two events together cover everything (the probability of equality is for continuous random variables), each equals .
Key Takeaways
- For two independent variables from the same continuous distribution, the probability that one exceeds the other is always , by symmetry.
- The difference of two independent normal random variables is again normal, a fact that follows from the linear-combination results for normals.
- When the boundary of interest is the mean of a symmetric distribution, no standardising is needed — the answer is immediate.
Common Mistakes
- Trying to compute the probability by integrating the joint density instead of using symmetry.
- Forgetting that has mean , or incorrectly thinking the mean is .
- Adding variances incorrectly as and then concluding the difference is degenerate; the variance is actually .
Things to Be Careful About
- For continuous distributions the probability of a tie is , so the events and are exhaustive and disjoint (apart from a zero-probability tie).
- The symmetry argument requires the two variables to be independent and from the same distribution.
- No calculator work or normal tables are needed for this part.
Approach
Bring all variable terms to one side to obtain the single linear combination . Since and are independent normals, this combination is also normal, so its mean and variance can be computed and the required probability found by standardising.
Working
Compute the mean:
Compute the variance. The variables are independent, so the variances add with each coefficient squared; the constant contributes nothing:
Hence . Now standardise:
Answer
0.183
Walkthrough
The inequality is rearranged by bringing every variable term to the left and the constant to the right:
The left-hand side is a linear combination of the two independent normal variables and , so it is itself normal. Its mean is found using linearity of expectation:
Note the : the on the right of the original inequality becomes when moved to the left side. Its variance uses the rule that for independent variables the variances add, with each coefficient squared, and a constant adds nothing:
So . The probability we want is therefore
Finally this is an upper-tail probability:
Each step matches a mark-scheme requirement: the mean (B1), the variance (B1), the standardisation (M1), the use of the upper tail (M1), and the final value (A1).
Key Takeaways
- Inequalities between linear expressions of independent normal variables are solved by first forming one linear combination and standardising.
- for any constants.
- when and are independent; the constant term contributes nothing.
- The resulting combination is normal, so standard-normal tables give the answer.
Common Mistakes
- Using the wrong sign on the constant: instead of .
- Forgetting to square the coefficient: using instead of .
- Writing the numerator as ; the numerator must be or (i.e. ), not .
- Quoting directly as the answer instead of , since the required region is the upper tail.
Things to Be Careful About
- The variance is in squared units; the standard deviation, , is what is used in the denominator when standardising.
- The standardised value is ; keep the sign consistent.
- Read from tables, then subtract from 1 to give .
- The final answer should be given to a sensible degree of accuracy, typically 3 significant figures or 3 decimal places.
The number of goals scored by a sports team in the first half of any match has the distribution . The number of goals scored by the same team in the second half of any match has the distribution . You may assume that the distributions of and are independent.
Approach
For a Poisson random variable , find by summing the probabilities of all values less than 4: , using the Poisson probability formula.
Working
The Poisson probability mass function is
Here . Since means ,
Evaluating term by term,
Answer
The probability is to 3 significant figures.
0.625 (3 s.f.)
Walkthrough
Start by recognising that is Poisson with mean . The inequality includes the whole-number values and excludes . For each such value we use the Poisson mass function . Substituting gives the four terms inside the brackets. Adding them gives the cumulative probability , which rounds to .
Key Takeaways
A Poisson random variable takes only non-negative integer values, so inequalities must be converted into sums over those integers. The probability mass function is the key tool.
Common Mistakes
The most common mistake is to confuse with , which would add the term. Another is to omit the term. The mark scheme also says a correct answer with no working scores only special case B1, so the expression must be shown.
Things to Be Careful About
Check the endpoint: excludes . Use the factorial denominators correctly. Use the given value throughout, and round only at the end.
Find the probability that, in a randomly chosen match, the team scores at least 5 goals.
Approach
Let be the total number of goals in a match. Because and are independent Poisson variables, is also Poisson with parameter . The probability of at least 5 goals is , which we find as .
Working
Since ,
Evaluating term by term,
Therefore
Answer
The probability of at least 5 goals is or to 3 significant figures.
0.642 or 0.643 (3 s.f.)
Walkthrough
The question asks about the total goals in a match. The first half and second half are independent and each follows a Poisson distribution, so their sum also follows a Poisson distribution with mean the sum of the means. This is the crucial step: . We then want . Since it is easier to calculate up to a value, we use the complement rule: . Substitute into the Poisson formula and sum the probabilities for . Subtract from 1.
Key Takeaways
The sum of independent Poisson random variables is Poisson, with parameter equal to the sum of the parameters. For 'at least' probabilities with discrete distributions, consider using the complement .
Common Mistakes
Using only or instead of . Forgetting to subtract the cumulative sum from 1. Including in the subtracted sum instead of stopping at . Omitting the factorial denominators in the Poisson terms.
Things to Be Careful About
'At least 5' means , so the complement is . The addition property requires independence, which is stated in the question. Show the expression for the cumulative probability because an unsupported numerical answer would not receive full marks.
Given that the team scores a total of 5 goals in a randomly chosen match, find the probability that they score exactly 3 goals in the first half.
Approach
We need . Use the conditional probability formula:
If and the total is 5, then . Because and are independent, the numerator is . The denominator uses the sum .
Working
First find the numerator:
Thus, by independence,
The total number of goals satisfies , so
Therefore
Answer
The probability is to 3 significant figures.
0.341 (3 s.f.)
Walkthrough
This is a conditional probability question. We are told the total is 5 and want the probability that 3 goals came in the first half. By definition, . Here is 'first half has exactly 3' and is 'total is 5'. If the first half has 3 and the total is 5, then the second half has exactly 2. Because and are independent, the intersection probability is the product of the two individual Poisson probabilities. The denominator is the probability that . The sum of independent Poisson variables is Poisson with mean , so we compute from . Dividing gives the conditional probability.
Key Takeaways
Conditional probability is the ratio of an intersection probability to the probability of the conditioning event. Independence lets us multiply and . The sum of independent Poisson variables remains Poisson with added parameters.
Common Mistakes
Forgetting that the second half must have exactly 2 goals when the first half has 3 and the total is 5. Using the unconditional probability as the answer instead of dividing by . Forgetting to use for the total. Not showing the quotient formula when the mark scheme requires it.
Things to Be Careful About
Use the conditional probability formula explicitly so that the result is interpreted correctly. The independence assumption is essential for multiplying the two half probabilities. Make sure the denominator is , not or . Round only at the end; the final answer is .
The masses of cereal boxes filled by a certain machine have mean 510 grams. An adjustment is made to the machine and an inspector wishes to test whether the mean mass of cereal boxes filled by the machine has decreased.
After the adjustment is made, he chooses a random sample of 120 cereal boxes. The mean mass of these boxes is found to be 508 grams.
Assume that the standard deviation of the masses is 10 grams.
Test at the 2.5% significance level whether the mean mass of cereal boxes filled by the machine has decreased.
Approach
This is a one-tailed hypothesis test for a population mean. Since the sample size is large (), the sample mean is approximately normally distributed with mean and standard deviation . State the hypotheses, standardise the observed sample mean, and compare with the critical value at the 2.5% significance level.
Working
State the hypotheses:
The test statistic is:
For a one-tailed test at the 2.5% significance level, the critical value is .
Since , the test statistic lies in the critical region, so we reject .
Alternatively, the -value is , which is less than .
Answer
Reject . There is sufficient evidence to suggest that the mean mass of cereal boxes filled by the machine has decreased.
Reject H0. There is sufficient evidence that the mean mass has decreased.
Walkthrough
This is a hypothesis test about a population mean. The machine previously filled boxes with mean mass 510 g, and after an adjustment we want to know whether the mean has decreased. We set up the null hypothesis (no change) and the alternative (decreased). Because the sample size is 120, which is large, the Central Limit Theorem tells us the sample mean is approximately normally distributed with mean and standard deviation . We standardise the observed sample mean of 508 g to get a z-score. The z-score measures how many standard errors 508 is below 510. We then compare this z-score with the critical value for a one-tailed test at 2.5% significance, which is -1.96. Since -2.191 is more extreme (further left) than -1.96, we reject the null hypothesis. The conclusion must be stated in context: there is sufficient evidence that the mean mass has decreased.
Key Takeaways
- How to set up null and alternative hypotheses for a one-tailed test.
- Using the Central Limit Theorem to justify the normal distribution of the sample mean for large samples.
- Standardising the sample mean: .
- Comparing the test statistic with the critical value, or the p-value with the significance level.
- Writing a conclusion in context without overstating certainty.
Common Mistakes
- Using a two-tailed test when the question asks whether the mean has decreased (one-tailed). The mark scheme says a two-tail test scores maximum B0 M1 A1 M1 A0.
- Forgetting to divide by when standardising.
- Getting the inequality sign the wrong way round — the mark scheme says this scores M1 A0.
- Writing "changed" instead of "decreased" in the conclusion.
- Not stating hypotheses in terms of the population mean .
Things to Be Careful About
- The hypotheses must refer to the population mean, not the sample mean.
- The significance level is 2.5% for a one-tailed test, so the critical z-value is -1.96.
- The conclusion must not be definite ("sufficient evidence", not "proves").
- If using the p-value approach, compare 0.0142 with 0.025.
Later the inspector carries out a similar test at the 2.5% significance level, using the same hypotheses and another 120 randomly chosen cereal boxes.
Given that the mean mass is now actually 506 grams, find the probability of a Type II error.
Approach
A Type II error occurs when we fail to reject even though the alternative hypothesis is true. First find the critical value of the sample mean that separates the acceptance and rejection regions under . Then, assuming the true mean is 506 g, compute the probability that the sample mean falls in the acceptance region (i.e., above the critical value).
Working
Find the critical value such that :
Now compute the probability of a Type II error when :
Answer
The probability of a Type II error is 0.0078 (2 s.f.).
0.0078 (2 s.f.)
Walkthrough
A Type II error is failing to reject the null hypothesis when it is false. Here, the true mean is 506 g, so we want the probability that the test fails to reject (i.e., concludes the mean has not decreased) even though it actually has decreased to 506 g. First we need the critical value of the sample mean: the value below which we would reject . Under (), the critical value satisfies , so , giving . We reject when and fail to reject when . Now, under the true mean 506, the probability of a Type II error is . We standardise: . Then .
Key Takeaways
- The definition of a Type II error: failing to reject when is true.
- Finding the critical value of the test statistic (in original units) using the null distribution.
- Recomputing the probability under the alternative distribution to find the Type II error.
- The Type II error probability depends on the actual value of the parameter under the alternative.
Common Mistakes
- Using the wrong mean in the standardisation: the critical value uses 510 (under ), but the Type II error probability uses 506 (the true mean).
- Using directly — the mark scheme says this scores max M0 A0 M1 M1 A0 because it misses the critical value step.
- Forgetting to subtract from 1 when finding the upper-tail probability.
- Confusing Type I and Type II errors.
Things to Be Careful About
- The critical value must be computed with the null mean 510 and .
- The probability is an upper-tail probability , so it equals .
- The answer should be given to 2 significant figures (0.0078), and the mark scheme accepts 0.0077 to 0.0080 depending on rounding.
The probability density function, , of a random variable is given by
where is a constant.
Approach
For to be a valid probability density function, the total area under the curve over its entire domain must equal 1. Integrate from to and equate the result to 1, then solve for .
Working
Since is a PDF, the integral over the whole domain must equal 1:
Integrating term by term:
Substituting the limits:
Since and :
Therefore:
k = 1/π
Walkthrough
For any function to be a valid probability density function, the total area under its curve across the entire domain must be exactly 1. This is the fundamental normalisation property of a PDF. Here the domain is , and the PDF is there, and 0 elsewhere.
The antiderivative of is . Evaluating this from to :
- at :
- at :
So the definite integral is . Multiplying by and equating to 1 gives , hence .
Key Takeaways
- The total integral of a PDF over its domain must equal 1 — this is the defining property used to find a normalising constant.
- The antiderivative of is , and both and equal 0, making the limit evaluation simple.
Common Mistakes
- Forgetting that the integral of the PDF must equal 1 before solving for .
- Dropping the factor while integrating, then solving incorrectly.
- Writing or — both are 0 in radians.
- Jumping straight to without showing the intermediate step ; the mark scheme explicitly requires evidence of substituting the limits.
Things to Be Careful About
- The mark scheme awards the final A1 only if at least one interim step (e.g. ) is shown after integrating. A bare answer with no substitution of limits loses the mark.
- Keep the constant outside the integral throughout — do not lose it when integrating.
Approach
The median of a continuous random variable satisfies . Using the cumulative distribution function found in part (a), evaluate it at and , and show that lies between the two values.
Working
The cumulative distribution function is:
At :
At :
Since , the value of where must lie strictly between 0.83 and 0.84.
Answer
The median lies strictly between 0.83 and 0.84.
0.83 < median < 0.84
Walkthrough
The median of a continuous random variable is defined as the value where the cumulative distribution function equals 0.5, i.e. . Equivalently, .
From part (a), we know , so the CDF is .
To verify the median lies between 0.83 and 0.84, we evaluate the CDF at both endpoints:
- , which is just below 0.5.
- , which is just above 0.5.
Since the CDF is continuous and increasing on the interval (the PDF is positive everywhere), the median must lie strictly between these two values.
Key Takeaways
- The median of a continuous random variable is the value where the CDF equals 0.5.
- To bracket the median between two values, evaluate the CDF at those values and check that 0.5 lies between the results.
Common Mistakes
- Forgetting the factor when evaluating the CDF — this changes the comparison entirely.
- Using degrees instead of radians for and . The angles are in radians.
- Only showing that without also showing . Both inequalities are required.
- Confusing the median with the mean — the median uses the CDF, not the expectation integral.
Things to Be Careful About
- The mark scheme allows several equivalent approaches (integrating from 0 to 0.83 and 0.84 to ; or using ; or using ). Whichever you use, both evaluations must be shown.
- The final conclusion must state BOTH that and before concluding .
- If you get no marks, the mark scheme offers a special case: setting and solving to earns 2 marks.
Approach
The expectation of a continuous random variable is . Substitute , split the integral into two parts, and use integration by parts for the term.
Working
Split into two integrals:
First integral:
Second integral — integrate by parts with , , so and :
Combining the two results:
E(X) = π/2 - 2/π
Walkthrough
The expected value of a continuous random variable with PDF is defined as over the domain. Substituting gives:
The integral splits into two parts:
-
— a straightforward power rule.
-
— this needs integration by parts. We choose (so ) and (so ). The formula gives:
Evaluating from 0 to : at we get ; at 0 we get . The difference is .
Combining: .
Key Takeaways
- The defining formula for expectation of a continuous random variable is .
- Integration by parts is the key tool for integrals of the form . The choice is standard because its derivative is 1, simplifying the integral.
- The exact value is preferred; a decimal is only an approximation.
Common Mistakes
- Forgetting the factor when substituting .
- Sign errors in the integration by parts — particularly when evaluating . Remember and .
- Writing — it is 0.
- Mixing up the two integrals and combining them incorrectly.
Things to Be Careful About
- The mark scheme allows the integration by parts to be done either as shown here (splitting the integral) or as one combined integral: . Both are acceptable.
- An unsupported answer of scores only 3 marks (B3), and an unsupported decimal scores 2 marks (B2). Full working is required for all 4 marks.
- The final answer must be exact — write , not a rounded decimal.