Mathematics 9709/61 — October/November 2025
Cambridge A-Level · Probability & Statistics 2 · worked solutions for every part, with the mark scheme
Topics The Poisson Distribution · Linear Combinations of Random Variables · Hypothesis Tests · Sampling and Estimation · Continuous Random Variables
The random variables and have independent distributions and respectively.
Approach
Since is a discrete Poisson random variable, the event includes only the integers and . Write the Poisson probabilities for these two values using and add them.
Working
Answer
to 3 significant figures.
0.392
Walkthrough
First identify which integer values of satisfy . Because is a discrete Poisson random variable, the only possibilities are and . Substitute each value into the Poisson probability formula with , then add the results. This is a direct application of the Poisson pmf; no approximation is needed.
Key Takeaways
This part tests the ability to translate a strict compound inequality for a discrete random variable into a sum of probabilities. It also tests accurate evaluation of the Poisson pmf and attention to factorials and powers.
Common Mistakes
A common mistake is to include or by misreading the strict inequalities. Another is to compute the probability using an incorrect range, such as but making an arithmetic error. Some candidates use an incorrect , which the mark scheme allows for the method mark but not for the final value.
Things to Be Careful About
Remember that means only the integers 3 and 4. When using a calculator, ensure the factorial denominator is entered correctly, and give the final answer to 3 significant figures.
Approach
The sum of independent Poisson variables is Poisson, so . For the event , use the complement to avoid an infinite sum.
Working
Answer
to 3 significant figures.
0.875
Walkthrough
The sum of two independent Poisson random variables is itself Poisson with parameter equal to the sum of the parameters, so . The event includes all totals 3, 4, 5, ...; it is easier to subtract from 1 the complementary event , which includes totals 0, 1 and 2. Write each of these three Poisson probabilities using , sum them, and subtract the sum from 1.
Key Takeaways
The key idea is the additive property of independent Poisson distributions. Also important is the complement method, which avoids summing an infinite number of terms. Finally, expanding the Poisson probabilities up to is essential.
Common Mistakes
Forgetting that means , not , changes the answer. Another common error is to use or rather than the combined . A further mistake is omitting one of the probabilities for values 0, 1 or 2 when forming the complement.
Things to Be Careful About
Because the combined distribution is Poisson, not normal, use exact Poisson probabilities. The mark scheme allows an alternative combination method, but any correct method must still cover all cases producing totals 0, 1 and 2 and subtract from 1. Keep enough decimal places to round correctly to 0.875.
The total of 100 random values of and 150 random values of is denoted by .
Use a suitable approximating distribution to find .
Approach
Find the distribution of the total . Since each value of is and each value of is , and all variables are independent, the sum of all 250 values is . With mean 600, use the normal approximation . Apply a continuity correction because is discrete: uses the boundary .
Working
So
Standardise using the continuity-corrected boundary:
Answer
to 3 significant figures.
0.0492
Walkthrough
First find the distribution of . A single has mean and variance 3, and a single has mean and variance 2. The total of 100 independent values has mean and variance 300; the total of 150 independent values also has mean and variance 300. Hence has mean 600 and variance 600. Because the sum of independent Poisson variables is Poisson, . Since is large, use the normal approximation . Because is discrete, , so the continuity-corrected boundary is . Standardise by subtracting the mean and dividing by , giving . Use the standard normal table: .
Key Takeaways
This question combines three ideas: the sum of independent Poisson variables is Poisson, a Poisson distribution with a large mean can be approximated by a normal distribution with the same mean and variance, and a continuity correction is needed when approximating a discrete distribution by a continuous one.
Common Mistakes
Omitting the continuity correction is a common error and would give a different tail probability. Using the wrong mean or variance, for example taking the standard deviation as 600 instead of , is also common. Another mistake is to approximate too early and forget that is discrete.
Things to Be Careful About
The mark scheme allows no or incorrect continuity correction for the method mark, but the final answer uses the corrected boundary 559.5. Use correctly and subtract from 1 because the z-value is negative. Give the final answer to 3 significant figures; both 0.0492 and 0.0491 are accepted.
The mean mass of packets of Trueleaf tea is supposed to be 500 grams. An inspector wishes to test whether this value is correct. He weighs 60 randomly chosen packets and notes the mass, grams, of each packet. The results are summarised as follows.
Test, at the 5% significance level, whether the population mean mass is 500 grams.
Approach
Since the sample size is large (), the sample mean is approximately normally distributed by the Central Limit Theorem. We first compute the unbiased estimates of the population mean and variance, set up a two-tailed hypothesis test at the 5% significance level, standardise the sample mean to obtain a -statistic, and compare it with the critical value .
Working
Unbiased estimate of the population mean:
Unbiased estimate of the population variance:
Compute the inner term:
Therefore:
State the hypotheses (two-tailed):
Compute the test statistic:
Compare with the critical value for a two-tailed 5% test, :
The test statistic lies inside the acceptance region, so we do not reject .
Answer
There is insufficient evidence, at the 5% significance level, that the population mean mass of packets of Trueleaf tea is not 500 grams.
Do not reject the null hypothesis; insufficient evidence that the population mean mass is not 500 grams.
Walkthrough
The inspector wants to know whether the true mean mass of all packets of Trueleaf tea is 500g. We only have a sample of 60 packets, so we must decide whether the observed sample mean of 499.5g is just sampling variation away from 500g or genuinely different. Hypothesis testing formalises this decision.
Since is large, the Central Limit Theorem tells us the sample mean is approximately normally distributed, so we can use a -test even without knowing the population variance.
Step 1: Estimate the population mean. The sample mean is our best unbiased estimate of . It is slightly less than 500.
Step 2: Estimate the population variance. We must use the unbiased estimator that divides by :
This is the correct formula because we are estimating the population variance from a sample. Substituting the given values:
Step 3: Set up hypotheses. The phrase "whether this value is correct" means we test both directions, so the test is two-tailed:
The 5% significance level means that, in a two-tailed test, each tail has 2.5% (0.025) probability.
Step 4: Standardise. The test statistic measures how many standard errors the sample mean is from the hypothesised mean:
The negative value indicates the sample mean is below 500.
Step 5: Compare with the critical value. For a two-tailed test at 5%, we reject if . Here , so the test statistic falls in the acceptance region. Equivalently, the -value of about 0.078 is greater than 0.05.
Conclusion: There is not enough evidence to reject the claim that the mean mass is 500g. We phrase this as "insufficient evidence" rather than "proving the mean is 500g".
Key Takeaways
The unbiased estimate of the population variance uses the denominator:
A large sample () justifies using the Central Limit Theorem to treat the sample mean as approximately normal.
The test statistic for a population mean with unknown variance is:
The wording "whether the value is correct" signals a two-tailed test.
A hypothesis test conclusion must be in context and non-definite: "insufficient evidence...".
Common Mistakes
Using the biased variance (dividing by rather than ). The mark scheme explicitly notes that using the biased variance (4.75) limits the maximum score to 6/8.
Stating hypotheses without reference to the population mean (e.g. just ": mean = 500"). The mark scheme requires "pop mean" or a defined .
Omitting the (i.e. ) in the denominator of the test statistic. This is essential.
Concluding with a definite statement ("the mean is 500g") rather than "insufficient evidence". The mark scheme penalises definite or contradictory conclusions.
Things to Be Careful About
The sign of matters for the comparison — use or compare correctly.
The critical value is for a two-tailed 5% test; the one-tailed value 1.645 would be wrong here.
When comparing, the mark scheme allows (one-tail probability) or (two-tail probability). Both are acceptable — just be consistent.
Follow-through marks: an incorrect variance estimate can still earn marks for standardisation and conclusion, but using the biased variance caps the marks at 6/8.
The data produced by a certain data entry firm always include a small number of incorrect characters that occur at random. The proportion of incorrect characters is denoted by , and experience has shown that . A particular data set from the firm contains 14500 characters, of which characters are incorrect.
Approach
Since counts the number of incorrect characters in a large data set with a small probability of error, follows a binomial distribution. Because is large and is small, we approximate the binomial distribution with a Poisson distribution having parameter . We then compute by summing the Poisson probabilities for .
Working
Step 1: Find the Poisson parameter.
So .
Step 2: Compute .
Using the Poisson probability formula :
Answer
0.940
Walkthrough
The number of incorrect characters in a data set of 14500 characters follows a binomial distribution, since each character is either correct or incorrect independently, with a constant probability of being incorrect. However, computing binomial probabilities directly with would be extremely tedious.
The key insight is that when is large and is small, the binomial distribution can be approximated by a Poisson distribution with parameter . Here . This is a valid approximation because is large and is small, making the expected number of incorrect characters moderate.
Once we have the Poisson distribution, we compute by summing the probabilities for . The Poisson probability formula is . We factor out and sum the remaining terms: . This gives the required probability.
Key Takeaways
- When is large and is small, the binomial distribution can be approximated by a Poisson distribution with .
- The Poisson probability formula .
- means — the sum of probabilities for all values less than 4.
Common Mistakes
- Forgetting to sum all terms from to (e.g., only computing ).
- Using the binomial distribution directly without approximation — the mark scheme allows this as a special case but it scores fewer marks (B2 instead of B1M1A1).
- Incorrectly computing .
- Not including the factorial in the denominator of the Poisson formula.
Things to Be Careful About
- The mark scheme notes that an unjustified answer of 0.94 or 0.941 only scores B1B1, so showing the full working is essential to earn all 3 marks.
- The approximation is valid because is large and is small; the Poisson distribution is a good model here.
The firm’s management wishes to decrease the value of by giving their employees some training. Their aim is that, for a data set containing 14500 characters, the value of for the new value of should be double the value of when .
Use a suitable approximating distribution to find the new value of .
Approach
When , the Poisson parameter is , so . For a new value of , the Poisson parameter becomes , so . We set this equal to twice the original value and solve for using logarithms.
Working
Step 1: Write the original .
With , , so
Step 2: Write for the new value of .
For the new , , so
Step 3: Form the equation.
We require the new to be double the original:
Step 4: Solve for .
Taking natural logarithms of both sides:
Answer
0.0000522
Walkthrough
We start by noting that with the original , the Poisson parameter is , so .
For the new value of , the Poisson parameter becomes , so .
The requirement is that the new should be double the original. This gives the equation .
To solve this, we take natural logarithms of both sides. The left side becomes . The right side becomes .
Then we solve for : , so .
Key Takeaways
- The Poisson parameter changes proportionally with : .
- Using logarithms to solve exponential equations.
- Understanding how to set up an equation from a word problem.
Common Mistakes
- Forgetting to take the logarithm of both sides.
- Making sign errors when simplifying .
- Placing the factor of 2 on the wrong side of the equation — the mark scheme allows this for M1 but it leads to a wrong final answer.
Things to Be Careful About
- The mark scheme applies follow-through (FT): if part (a) used a different , the value of would change accordingly.
- The final answer must be given to 3 significant figures.
- The answer is smaller than the original , which makes sense — training should reduce the proportion of incorrect characters.
The masses of a certain species of animal are known to be normally distributed with standard deviation kg. A researcher obtains the masses of a random sample of animals of this species and uses these masses to find two confidence intervals (% and 90%) for the population mean. The width of the % confidence interval is the width of the 90% confidence interval.
Approach
For a normal population with known , a confidence interval for the mean is
so its width is . Since and are the same for both intervals, the ratio of widths is the ratio of the critical -values.
Working
The 90% confidence interval uses . Let be the critical value for the interval.
Cancel the common factor :
Convert this -value to a two-tailed confidence percentage:
Answer
So the interval is a 98% confidence interval.
α = 98 (98%)
Walkthrough
A confidence interval for a population mean when is known has the form
so its width is . The 90% confidence interval uses the critical value , because 90% of the standard normal distribution lies between and .
The interval is 1.414 times wider than the 90% interval. Because the sample size and the population standard deviation are the same for both intervals, the factor cancels. Therefore the critical value for the interval is
To convert this -value into a confidence percentage, use the two-tailed probability:
Since , this gives . Thus the interval is a 98% confidence interval.
Key Takeaways
- The width of a confidence interval for a known- normal mean is proportional to the critical -value.
- When the sample size and population standard deviation are fixed, comparing widths is equivalent to comparing critical values.
- A two-tailed confidence level is expressed as a percentage.
Common Mistakes
- Using for the 90% interval. The value 1.282 is a one-tailed 90% point; the two-tailed 90% critical value is 1.645. (The mark scheme condones 1.282 for method, but it will not give the correct final answer.)
- Putting the factor 1.414 on the wrong side of the equation. This can still earn method credit, but the final value of will be wrong.
- Forgetting to multiply the probability by 100 when stating .
Things to Be Careful About
- The factor 2 in the width cancels, so do not double-count it.
- The value corresponds to tail probability 0.01 in each tail, so the total confidence is 0.98, not 0.2326 or 2.326%.
- Use the same and for both intervals; they are from the same sample and population.
Find the probability that the 90% confidence interval contains the population mean given that the % confidence interval contains the population mean.
Approach
Let be the event that the (98%) confidence interval contains , and let be the event that the 90% confidence interval contains . We want . Since the 98% interval is wider than the 90% interval, is a subset of , so .
Working
Answer
45/49 ≈ 0.918
Walkthrough
Let be the event that the 98% confidence interval contains the population mean , and let be the event that the 90% confidence interval contains . We are asked for .
Since both intervals are centred at the same sample mean and use the same and , the 98% interval is wider than the 90% interval. Therefore, if the 90% interval contains , the 98% interval must also contain . This means is a subset of , so .
Using the conditional probability formula:
So, given that the wider interval contains the mean, the probability that the narrower interval also contains it is about 0.918.
Key Takeaways
- Confidence intervals with higher confidence levels are wider.
- For nested intervals based on the same sample, the narrower interval being successful implies the wider interval is successful.
- Conditional probability for a subset event simplifies to .
Common Mistakes
- Quoting 0.90 as the answer. The condition changes the sample space, so we must divide by .
- Treating the two intervals as independent. They are based on the same sample and are nested, not independent.
- If , the 90% interval would not be a subset of the interval, so this simplification would not apply.
Things to Be Careful About
- Use the follow-through value of from part (a); here it is 98.
- Give the answer as an exact fraction or as 0.918 to 3 significant figures.
- The mark scheme says no follow-through if in part (a), because then the subset relationship would be reversed.
It is known that 20% of households in a certain country contain more than 4 people. Laxmi believes that, in her town, the percentage is lower than 20%. She chooses a random sample of 40 households in her town and notes the number which contain more than 4 people. She then carries out a test at the 2.5% significance level using a binomial distribution.
Approach
Set up the hypotheses for the one-tailed test. Under , . The probability of a Type I error is the probability that falls in the rejection region when is true. To find the rejection region, compare cumulative probabilities with the 2.5% significance level.
Working
The hypotheses are:
Under , . Since is , the rejection region is of the form .
Compute :
Since , is in the rejection region.
Now check :
Since , is not in the rejection region.
Therefore the rejection region is , and the probability of a Type I error is:
Answer
0.00794
Walkthrough
This is a hypothesis test about a proportion. Laxmi believes the percentage of households with more than 4 people in her town is lower than the national 20%. So we set up:
- (the town's percentage is the same as the country's)
- (the town's percentage is lower)
Since uses "less than", this is a one-tailed test in the lower tail. Under , the number of households with more than 4 people follows a binomial distribution .
A Type I error means rejecting when it is actually true. This happens exactly when falls in the rejection region while the true probability is .
To find the rejection region, we need the largest value such that . We start by computing using the binomial probability formula. Each term is of the form because the probability of "success" (a household with more than 4 people) is 0.2 and "failure" is 0.8.
Adding the three terms for gives . Since this is less than 0.025, the value is in the rejection region.
We then check whether should also be included. We add to get . Since this exceeds 0.025, cannot be in the rejection region.
So the rejection region is exactly , and the probability of a Type I error is the probability of this region under , which is .
Key Takeaways
- A Type I error is rejecting when it is true; its probability is the probability of the rejection region under .
- For a one-tailed binomial test, the critical region is found by comparing cumulative probabilities with the significance level.
- You must show the binomial expressions when computing probabilities — the mark scheme requires the expressions to be seen.
Common Mistakes
- Giving an unjustified answer of 0.00794 without showing the binomial expressions — the mark scheme scores this M0B1.
- Forgetting to check both and to justify the critical region — you need to show both comparisons.
- Using the wrong tail (e.g. instead of ) — this is a lower-tail test.
- Rounding intermediate values too early, which can change the final comparison.
Things to Be Careful About
- The test is one-tailed in the lower tail because Laxmi believes the percentage is lower.
- Both comparisons must be shown: and .
- The final answer should be given to 3 significant figures: 0.00794.
Approach
The rejection region was determined in part (a) by comparing and with the significance level 0.025.
Working
From part (a):
and
So the largest value of such that is .
Answer
The rejection region is .
X ≤ 2
Walkthrough
The rejection region is the set of values of for which we reject . In part (a) we found:
- , so is in the rejection region.
- , so is not in the rejection region.
Since the test is one-tailed in the lower tail, the rejection region consists of the smallest values of . The largest value included is 2, so the rejection region is .
Key Takeaways
- The rejection region for a lower-tail test is of the form .
- The critical value is the largest value such that significance level.
Common Mistakes
- Stating the rejection region without justification — you should show the comparisons from part (a).
- Including in the rejection region — this would make the probability exceed the significance level.
Things to Be Careful About
- The rejection region must be stated using the correct inequality (, not or ).
- The rejection region is for the test statistic , the number of households with more than 4 people.
Laxmi finds that exactly 2 households in her sample contain more than 4 people.
Explain why it is impossible for Laxmi to make a Type II error.
Approach
A Type II error occurs when is not rejected even though is false. Check whether the observed value lies in the rejection region.
Working
From part (b), the rejection region is . Laxmi observed , which lies in the rejection region.
Therefore will be rejected. Since a Type II error can only occur when is not rejected, it is impossible for Laxmi to make a Type II error.
Answer
Since is in the rejection region, will be rejected, so a Type II error cannot occur.
H_0 will be rejected, so a Type II error cannot occur.
Walkthrough
A Type II error occurs when is not rejected even though is false.
Laxmi observed households with more than 4 people. From part (b), the rejection region is . Since satisfies this condition, the observed value lies in the rejection region.
This means will be rejected. Since a Type II error can only happen when is not rejected, and here will be rejected, it is impossible for Laxmi to make a Type II error.
Key Takeaways
- A Type II error occurs only when is not rejected but is false.
- If the observed test statistic falls in the rejection region, is rejected, so a Type II error cannot occur.
Common Mistakes
- Confusing Type I and Type II errors. Type I = rejecting a true ; Type II = failing to reject a false .
- Not recognising that is in the rejection region.
Things to Be Careful About
- The observed value is exactly the boundary of the rejection region, so it is included ().
- The explanation must state that will be rejected.
The masses, in kilograms, of large and small bags of potatoes have the independent distributions and respectively.
Find the probability that the total mass of a randomly chosen large bag of potatoes and a randomly chosen small bag of potatoes is more than 3.55 kg.
Approach
Let and be the masses of a large and a small bag. Since and are independent normal variables, their sum is normal with mean equal to the sum of the means and variance equal to the sum of the variances. Standardise the total and use the normal tail probability.
Working
Let
with and independent. For the total mass ,
We need . Standardising:
Therefore
Answer
0.172
Walkthrough
We have two independent normal distributions: large bags have mean 2.5 kg and variance 0.05, small bags have mean 0.8 kg and variance 0.02. The total mass is the sum of these two independent normal variables. A key result is that the sum of independent normal variables is also normal, with mean equal to the sum of the means and variance equal to the sum of the variances. This gives .
The question asks for the probability that this total is more than 3.55 kg. To use the standard normal table, we standardise: subtract the mean and divide by the standard deviation. The standard deviation is , not 0.07, because the variance is 0.07. This gives . Since the question asks for 'more than', we need the upper tail, so the probability is . Reading the normal table gives , so the required probability is about 0.172.
Key Takeaways
The main idea is the linear combination of independent normal variables. If and are independent normal variables, then is normal with mean and variance . For a sum , this simplifies to mean and variance . Always remember to take the square root of the variance when standardising.
Common Mistakes
- Adding variances but then forgetting to take the square root when standardising.
- Using directly instead of for a 'more than' probability.
- Mixing up variance and standard deviation when writing the normal distribution.
Things to Be Careful About
The variance of the sum is , so the standard deviation is . The probability must be the upper tail because the question asks for 'more than 3.55 kg'. Give the final answer to 3 significant figures as required.
Find the probability that the mass of a randomly chosen large bag of potatoes is less than 3 times the mass of a randomly chosen small bag of potatoes.
Approach
Let . The event that the large bag is less than 3 times the small bag is , i.e. . Since and are independent, the mean and variance of are found using and . Then standardise and find the lower-tail probability.
Working
Let
The expectation is
The variance is
So
We require
Standardising:
Therefore
Answer
0.417
Walkthrough
We need the probability that a large bag's mass is less than 3 times a small bag's mass. This is not a simple sum; it is a comparison. Define . Then the event is exactly .
Because and are independent normal variables, is also normal. Its mean is . Its variance is . Note that the coefficient is squared when it is taken out of the variance.
Now we need . Standardise:
Because this is a less-than probability, we use the lower tail directly: . Using symmetry, . From the table, , so the probability is .
Key Takeaways
When comparing two quantities such as , form a single normal variable and translate the inequality into a condition on . For independent variables, , so the coefficient of must be squared. Then standardise and use the correct tail.
Common Mistakes
- Forgetting to square the coefficient 3 when calculating the variance, giving instead of .
- Using instead of .
- Confusing the direction of the inequality and using the wrong tail.
- Not realising that is a lower-tail probability, so is needed.
Things to Be Careful About
The variance must include , not . The standard deviation is , not . The final probability can be written as or depending on the rounding of the z-value, and either is accepted.
The time, in minutes, taken by students to complete a test is modelled by the random variable with probability density function
Find the probability that a randomly chosen student takes longer than 4.5 minutes to complete the test.
Approach
We need the probability that . Since is continuous with PDF , this probability is the area under the curve between and :
Expand the quadratic and integrate term by term.
Working
The PDF is
Therefore
Integrating gives
At :
At :
So
Answer
5/32
Walkthrough
We are asked for the probability that a student takes longer than minutes. Because is continuous with a probability density function, this is the area under the PDF curve from to , the upper endpoint of the sample space.
First expand the product in the PDF:
Then write the probability as a definite integral:
The integral of is . Substitute and , take the difference, and multiply by . This gives .
Key Takeaways
- A probability from a continuous PDF is the area under the curve over the required interval.
- To integrate a polynomial PDF, expand into standard powers first.
- Care must be taken when substituting fractional limits.
Common Mistakes
- Forgetting the factor when setting up the integral. The mark scheme condones this at the integration step but requires it when substituting.
- Using the wrong limits, such as to , instead of to .
- Arithmetic errors in evaluating fractions such as .
Things to Be Careful About
- The PDF is zero outside , so for "longer than " integrate from to only.
- The final substitute must include the factor; otherwise the mark for correct substitution is not awarded.
Approach
The median is the value at which half of the probability lies below it. Since the graph of is symmetric about , the median is the axis of symmetry.
Working
Let . Then
Replacing by gives the same value:
So the PDF is symmetric about . Because the total probability is , exactly half of the area lies on each side of .
Answer
4
Walkthrough
The median of a continuous distribution is the value such that , i.e. the point where half the area under the PDF lies to the left.
Here the quadratic has roots at and , so its axis of symmetry is at . The PDF is symmetric about this vertical line. Therefore exactly half of the total area under the curve lies on each side of , so the median is .
Key Takeaways
- A symmetric probability density function has its median at the axis of symmetry.
- You do not need to integrate to find the median if the distribution is symmetric.
Common Mistakes
- Trying to integrate to find the median instead of using symmetry.
- Confusing the median with the mean or the endpoints of the distribution.
Things to Be Careful About
- The total area under the PDF is , so symmetry immediately gives of the area on each side of .
- The roots and are the endpoints, not the median.
Approach
The PDF is symmetric about , so the right tail has the same probability as the left tail . Since the total probability is , subtract both tails from .
Working
From part (a),
By symmetry,
Hence
Equivalently,
Answer
11/16
Walkthrough
We are asked to find without performing an integration. This is the central region of the distribution.
The distribution is symmetric about . The interval is the right-hand tail; from part (a) its probability is . By symmetry the left-hand tail has the same probability, .
The whole probability is , so the required middle region is minus the two equal tails:
This simplifies to .
Key Takeaways
- Symmetry of the PDF lets you transfer a known probability from one tail to the other.
- The total probability of can be split into complementary regions.
- Always look for ways to reuse previous results rather than re-integrating a PDF.
Common Mistakes
- Not showing working; the mark scheme requires the working for the method mark.
- Forgetting that both tails must be subtracted, so calculating only .
- Attempting to integrate from to despite the instruction not to perform integration; if done correctly it earns only a special-case mark, not full marks.
Things to Be Careful About
- The interval is centered at the median , so symmetry applies directly.
- Use exact fractions such as to avoid rounding errors before the final answer.