Mathematics 9709/62 — October/November 2025
Cambridge A-Level · Probability & Statistics 2 · worked solutions for every part, with the mark scheme
Topics The Poisson Distribution · Hypothesis Tests · Linear Combinations of Random Variables · Sampling and Estimation · Continuous Random Variables
The number, , of used computers donated to a charity has a constant average rate of 2.4 computers per week.
Approach
A Poisson process requires events to occur independently and at random, one at a time, at a constant average rate. Since the constant average rate is already given, state the independence/randomness condition in context.
Working
For to have a Poisson distribution, the computers must be donated independently (or singly/randomly).
Answer
Computers are donated independently (or singly/randomly).
Computers are donated independently (or singly/randomly).
Walkthrough
The Poisson distribution is used to model the number of events occurring in a fixed interval of time when the events happen independently and at a constant average rate. The question already tells us that the average rate is constant at 2.4 computers per week, so the missing necessary condition is that the donations occur independently, or singly, or randomly.
It is important to state this condition in the context of the problem: the computers, or the donations, must be independent. A generic statement such as 'events are independent' would not be enough, because the mark scheme requires the context of computers or donations to be mentioned.
Key Takeaways
- A Poisson process requires events to occur independently and at a constant average rate.
- When asked for a condition for a Poisson distribution, always give the condition in context.
Common Mistakes
- Saying 'events are independent' without mentioning computers or donations.
- Saying 'X is independent' or 'it is independent' instead of stating that the donations/arrivals are independent.
- Giving only 'constant average rate', which is already stated in the question.
Things to Be Careful About
The condition must be contextual. Use 'computers are donated independently' or 'donations occur randomly/singly' rather than a general statement.
Now assume that has a Poisson distribution.
Calculate the probability that the number of computers donated during a 4-week period is more than 6 and less than 9.
Approach
Over 4 weeks, the Poisson mean is . The event 'more than 6 and less than 9' means or , so add the two Poisson probabilities.
Working
Answer
0.222 (3 sf)
Walkthrough
The average rate is 2.4 computers per week. Over a 4-week period, the mean number of computers donated is
Since has a Poisson distribution, the probability that takes a particular value is
The event 'more than 6 and less than 9' means or , because can only take integer values. Therefore,
Substitute :
and
Adding these gives , so the required probability is to 3 significant figures.
Key Takeaways
- When the time period changes, multiply the rate by the number of periods to get the new Poisson mean.
- For a Poisson variable, probabilities of ranges of integer values are found by summing individual point probabilities.
Common Mistakes
- Using instead of for the 4-week period.
- Including or in the sum; 'more than 6 and less than 9' means only and .
- Forgetting to multiply by .
- Using the wrong factorial in the Poisson formula.
Things to Be Careful About
The final answer must be given to 3 significant figures. The mark scheme allows one end error, but the correct method uses exactly the two probabilities for 7 and 8. An unsupported answer of 0.222 would not receive full marks because the method must be shown.
Use a suitable approximating distribution to calculate the probability that more than 50 computers are donated during a 20-week period.
Approach
The number donated in 20 weeks is Poisson with . Since is large, approximate by a normal distribution with mean and variance both : . Apply a continuity correction because is discrete: 'more than 50' becomes . Then standardise and find the upper-tail probability.
Working
Apply the continuity correction:
Standardise:
Answer
0.359 (3 sf)
Walkthrough
Over a 20-week period, the mean number of computers donated is
Because is large, the Poisson distribution can be approximated by a normal distribution with the same mean and variance:
Since is discrete, a continuity correction is needed. The event 'more than 50' means , so we use the boundary :
Standardise using the normal mean and standard deviation :
The required probability is the upper tail:
So the probability is to 3 significant figures.
Key Takeaways
- A Poisson distribution with a large mean can be approximated by a normal distribution with mean and variance .
- Always apply a continuity correction when approximating a discrete distribution by a continuous one.
- For 'more than ', use the boundary ; for 'at least ', use .
Common Mistakes
- Forgetting the continuity correction.
- Using instead of in the standardisation.
- Using incorrectly as the variance rather than the standard deviation.
- Finding instead of the upper-tail probability .
Things to Be Careful About
The normal approximation is appropriate here because is large. The mark scheme gives the method mark for standardising with the chosen normal distribution, even if the continuity correction is missing, but the final answer must be correct to 3 significant figures.
The random variable has a normal distribution with mean 10 and standard deviation 3. The independent random variable has a Poisson distribution with mean 4.
Approach
Since and are independent, the variance of their sum is the sum of their variances. We first find from the given standard deviation, and from the Poisson mean, then add and take the square root.
Working
For a Poisson distribution, the variance equals the mean, so
Since and are independent,
Therefore the standard deviation is
Answer
sqrt(13) = 3.61
Walkthrough
We are told is normal with mean 10 and standard deviation 3, and is Poisson with mean 4. The question asks for the standard deviation of .
First, convert the standard deviation of into a variance: . Variances are needed because they add for independent random variables, whereas standard deviations do not.
Next, use the Poisson property that the variance equals the mean. Since has mean 4, .
Because and are independent, .
Finally, take the square root to return to standard deviation units: .
Key Takeaways
- For independent random variables, variances add: .
- For a Poisson distribution, the variance is equal to the mean.
- Always work in variances when combining independent random variables, then convert back to standard deviation at the end.
Common Mistakes
- Adding standard deviations directly instead of variances.
- Forgetting that a Poisson distribution has variance equal to its mean.
- Stopping at variance 13 instead of giving the standard deviation .
Things to Be Careful About
- The independence of and is essential for the variance addition rule.
- The mean of (10) is not needed for this calculation; only the standard deviation matters.
- Give the final answer to 3 significant figures as requested, or leave it as .
Approach
For independent variables, the variance of a linear combination is obtained by adding the variances of each scaled term. The coefficient 5 multiplies the standard deviation, so it squares when applied to the variance; the subtraction does not change the fact that variances are added.
Working
From part (a), . Since and are independent,
Therefore the standard deviation is
Answer
sqrt(229) = 15.1
Walkthrough
We need the standard deviation of . Start by finding the variance of the scaled variable . Scaling a random variable by a constant multiplies its variance by the square of the constant: .
From part (a), .
For independent variables, the variance of a difference is still the sum of the variances: .
Take the square root to get the standard deviation: .
Key Takeaways
- .
- For independent and , .
- The minus sign in does not make the variance negative; variances are always added.
Common Mistakes
- Writing .
- Forgetting to square the 5 when scaling the variance.
- Using the standard deviation 3 directly in instead of .
- Forgetting to take the square root at the end.
Things to Be Careful About
- The coefficient 5 applies to only, not to .
- The variance of from part (a) is carried forward; it is 4.
- The final answer should be or 15.1 to 3 significant figures.
The times, in minutes, taken by students to complete a test have mean and standard deviation . The times taken by a random sample of 100 students are noted and are used to calculate a 95% confidence interval for .
Given that the end points of the 95% confidence interval are 31.02 and 33.98, correct to 4 significant figures, calculate the value of .
Approach
For a 95% confidence interval for the population mean, the sample mean is the midpoint of the endpoints and the margin of error is half the width. Use
with . Equate the upper endpoint to and solve for .
Working
The sample mean is
The width of the interval is
so the margin of error is .
For a 95% confidence interval,
Substitute :
Thus
so
Answer
σ = 7.55 (3 s.f.)
Walkthrough
A 95% confidence interval for the population mean is centred at the sample mean. Because the interval is symmetric, the sample mean is exactly the midpoint of the two endpoints. The distance from the sample mean to either endpoint is the margin of error, which is half the total width.
For a 95% confidence interval the critical value is . With , , so the margin is . Setting the upper endpoint equal to the sample mean plus this margin gives , so . Dividing gives to 3 significant figures.
Key Takeaways
- The midpoint of a confidence interval is the sample mean.
- Half the width is the margin of error.
- The 95% confidence interval formula is .
- Rearranging the interval formula lets us recover the population standard deviation.
Common Mistakes
- Using the full width as the margin of error instead of half of it. This gives and loses the final accuracy mark.
- Using instead of ; this may earn method credit but not the correct final answer.
- Rounding too early; keep before giving .
Things to Be Careful About
The mark scheme allows either the sample mean or the width to be seen as the first step. It then requires a correct equation relating the endpoints to ; a factor-of-2 error can still receive method credit, but the final answer must be . The final answer must be given to 3 significant figures.
The calculation of the confidence interval required the use of the Central Limit theorem.
Explain why it is valid to use the Central Limit theorem in this case.
Approach
The Central Limit Theorem states that for a sufficiently large sample, the sample mean is approximately normally distributed, regardless of the population distribution. Here the sample size is 100, which is large.
Working
The sample consists of 100 students, so . Since is large, the Central Limit Theorem justifies treating
as an approximate normal distribution, even though the distribution of individual completion times is unknown.
Answer
It is valid because the sample size is large ().
It is valid because the sample size is large (n = 100).
Walkthrough
The Central Limit Theorem says that when the sample size is large, the distribution of the sample mean is approximately normal, whatever the distribution of the individual observations. Here the sample size is 100, which is comfortably large, so the sample mean can be treated as approximately normal. This is why a normal-based confidence interval can be used even though we are not told that the completion times themselves are normally distributed.
Key Takeaways
- The Central Limit Theorem applies to the sample mean, not to the individual data values.
- A large sample size, such as , is enough to justify using the normal distribution for the sample mean.
- No assumption about the population distribution is needed.
Common Mistakes
- Saying only that 'the number of students is large' without referring to the sample. The mark scheme requires a reference to the sample size or to .
- Claiming the population times are normally distributed; this is not given and is not needed because of the Central Limit Theorem.
Things to Be Careful About
Use the phrase 'the sample size is large' or ' is large'. The mark scheme accepts (and condones ), but a statement about the population being large is not enough.
A researcher calculates a number, , of 95% confidence interval for .
Find the largest value of such that the probability that all confidence intervals contain the true value of is greater than 0.5.
Approach
Each 95% confidence interval has probability 0.95 of containing . Assuming the intervals are independent, the probability that all intervals contain is . We require , take logs and solve for , then choose the largest integer.
Working
We need
Take natural logarithms:
Since , dividing reverses the inequality:
Therefore the largest integer is 13.
Check:
Answer
r = 13
Walkthrough
Each 95% confidence interval has probability of containing the true mean . If the intervals are independent, the probability that all intervals contain is the product of the individual probabilities, .
We need this probability to be greater than , so we solve . Taking natural logarithms gives . Since is negative, dividing by it reverses the inequality, giving . Because must be an integer and must be less than , the largest possible value is . Checking, and .
Key Takeaways
- The probability that all independent events occur is the product of their probabilities.
- When solving an inequality involving a logarithm of a number less than 1, the inequality sign reverses on division.
- After finding a decimal bound, choose the appropriate integer (less than the bound, not the nearest integer).
Common Mistakes
- Forgetting to reverse the inequality when dividing by , which is negative.
- Rounding to instead of choosing the largest integer less than it, which is .
- Giving or as the final answer instead of the integer .
- Not stating that the intervals are independent when forming .
Things to Be Careful About
The mark scheme allows the use of '' in the inequality and condones incorrect inequality signs throughout, but the final largest value must be . If you evaluate powers instead of using logs, you should still check both and to justify the answer.
An inspector believes that 18% of cups made at a certain factory contain flaws. The factory owner claims that the true percentage is less than 18%. The inspector examines a random sample of 40 cups and finds that 3 of them contain flaws.
Stating a necessary assumption, use a binomial distribution to test the factory owner's claim at the 5% significance level.
Approach
Let be the number of flawed cups in a sample of 40. Assume that flaws occur independently and that the probability of a cup containing a flaw is the same for every cup. Then . Since the owner claims the true percentage is less than 18%, use a one-tailed lower-tail test at the 5% significance level.
Working
State the hypotheses:
where is the probability that a cup contains a flaw.
Under , . The observed result is , so the -value is:
Evaluating:
Compare with the significance level:
so the result is not significant. There is insufficient evidence to reject .
Answer
There is insufficient evidence to support the factory owner's claim that the true percentage of flawed cups is less than 18%.
There is insufficient evidence to support the factory owner's claim that the true percentage of flawed cups is less than 18%.
Walkthrough
Start by identifying the random variable: , the number of flawed cups in 40. For a binomial model we need independent trials and the same probability on each trial; this is the necessary assumption. Set up hypotheses: null , alternative because the owner claims less. The test is lower-tailed. Under the null, . Since 3 flaws were observed, compute the probability of 3 or fewer, i.e. the lower tail. This is the -value. Add the four binomial probabilities. The total is 0.0542. Because 0.0542 > 0.05, the observed result could reasonably occur by chance under the null, so we do not reject . Conclude in context: insufficient evidence that the true percentage is below 18%.
Key Takeaways
This question tests one-tailed binomial hypothesis testing: stating hypotheses, computing a tail probability, comparing with the significance level, and writing a conclusion in context. The assumption of independence or equal probability is part of the binomial model.
Common Mistakes
- Forgetting to state the independence or equal-probability assumption.
- Using a two-tailed test; this would compare with 0.025 and lose marks.
- Writing a conclusion that is too definite, such as 'the percentage is 18%' or 'not less than 18%'.
- Quoting 0.0542 without showing the binomial probability calculation; the method mark requires the sum of the four terms.
Things to Be Careful About
The comparison must be a tail probability, not just any probability. If using a critical region, it is since and ; then compare the observed 3 with the critical value. Use for the one-tailed alternative, and make sure the final conclusion is in context and not definitive.
Explain why it would not be appropriate to use the Poisson approximation to the binomial distribution to carry out the test in part (a).
Approach
For the Poisson approximation to the binomial distribution to be valid, we require large and small, typically and , or equivalently . Check these conditions in context.
Working
Here and , so
Since , the expected number of flawed cups is too large for the Poisson approximation to be appropriate. Alternatively, is not greater than 50, and is not small.
Answer
The Poisson approximation is not appropriate because (or because is not large enough, or is not small enough).
np = 7.2 > 5, so the Poisson approximation to the binomial is not appropriate.
Walkthrough
The Poisson approximation to the binomial is suitable when the number of trials is large and the probability is small. Here and , so . Since , the expected count is too large for the Poisson approximation to be reliable. Equivalently, is not greater than 50, and is not small. One correct contextual condition is enough.
Key Takeaways
The conditions for using Poisson as an approximation to binomial are usually and , or . The answer must refer to the actual context, e.g. .
Common Mistakes
- Giving a condition without context, such as just 'np is too large'.
- Confusing the condition: saying is large when is not large enough.
- Using but not explaining why this makes the approximation inappropriate.
Things to Be Careful About
Use the values from the question: , , . Any one of the equivalent reasons is acceptable, but it must be stated in context.
A random variable has probability density function given by
Approach
A probability density function must have total area over the whole sample space. Integrate from to , set it equal to , and solve for .
Working
Since outside , the normalisation condition is
As is a constant,
Integrating term by term:
At :
The lower limit gives , so
Therefore
k = 3/4
Walkthrough
A continuous probability density function has total area under the curve equal to . Since the PDF is non-zero only on , we integrate from to and set the result equal to . Factor the constant outside the integral, then integrate each term using the power rule. Substituting gives , and substituting gives . Thus , so . This is a "show that" question, so the intermediate simplification must be shown; writing only the final value is not enough.
Key Takeaways
This question tests the defining property of a PDF: the total probability over the whole sample space is . It also practises integrating a polynomial and using the result to find an unknown normalising constant.
Common Mistakes
- Forgetting to set the integral of equal to .
- Omitting the lower and upper limits when evaluating the definite integral.
- Making the final simplification without showing any working, which loses the "AG" mark in a prove/show question.
- Arithmetic error in .
Things to Be Careful About
- The lower limit contributes , but it must still be included in the evaluation.
- Since the question says "Show that", the answer must be derived with at least one clear step and no errors.
- The constant is positive, so it can be moved outside the integral without changing the sign.
The median of is denoted by .
Approach
The median is the value such that half of the probability lies below it. For a continuous distribution this means the cumulative distribution function equals at the median.
Working
By definition, the median satisfies
There is no need to solve for here.
Answer
0.5
Walkthrough
The median is the point that splits the distribution into two equal-probability halves. For a continuous random variable, exactly half the probability is at or below the median, so . Since this is a definition question, no integration is needed and does not need to be found.
Key Takeaways
The median of a continuous random variable is defined by the cumulative probability being . This is a fundamental link between quantiles and cumulative distribution functions.
Common Mistakes
- Writing or ; the median is not the maximum.
- Trying to find by solving an integral here, which is unnecessary for part (i).
Things to Be Careful About
- For a continuous distribution, ; endpoints have zero probability, so strict or non-strict inequalities give the same value.
- The mark for this part is awarded immediately for stating ; no working is required.
Approach
Use the identity
From part (b)(i), . First calculate using , then calculate by integrating the PDF up to .
Working
Using on ,
Integrating:
At :
So
Now calculate . Since ,
Integrating:
At :
Therefore
Since here,
0.0248 or 31/1250
Walkthrough
We want the probability that lies between the mean and the median. For a continuous random variable this equals the probability up to the median minus the probability up to the mean. Part (b)(i) gives the first of these as . To get the second, compute by integrating from to . This gives . Then integrate from to to find . Finally subtract: . The median itself is never needed explicitly.
Key Takeaways
This question combines three important ideas: the mean formula , the cumulative probability integral , and the median condition . It also shows how interval probabilities can be written as differences of cumulative probabilities.
Common Mistakes
- Forgetting the factor when computing or .
- Using instead of when computing the mean.
- Subtracting in the wrong order, e.g. , which gives a negative probability.
- Trying to solve for by numerical integration when the difference-of-cumulative-probabilities method is much simpler; this also risks rounding errors.
- Arithmetic slips with fractions such as .
Things to Be Careful About
- For a continuous random variable, strict and non-strict inequalities give the same probability, so .
- Here , so the interval probability is ; check the order before subtracting.
- The final answer can be given as a decimal or an exact fraction ; the mark is for the correct final value.
- "CWO" in the mark scheme means correct working only, so unsupported or incorrect intermediate values may lose the final mark even if the answer is plausible.
The weekly profit, in dollars, made by a certain firm has a normal distribution. In the past, the weekly profit had the distribution . Following a change in management, the mean weekly profit for 35 randomly chosen weeks is $725.
Stating a necessary assumption, test at the 2% significance level whether the mean weekly profit has decreased.
Approach
This is a one-tailed hypothesis test for the mean of a normal distribution with a known population standard deviation. We first state the necessary assumption, set up the null and alternative hypotheses, calculate the test statistic, and compare it with the lower 2% critical value (or compare the -value with 0.02).
Working
A necessary assumption is that the population standard deviation is still ; the change in management has not changed the variability.
Let be the population mean weekly profit in dollars.
The sample size is , the sample mean is , and . The test statistic is
The lower 2% critical value is . Since , or equivalently since , the result is significant at the 2% level.
Reject .
Answer
There is sufficient evidence that the mean weekly profit has decreased.
Reject H0; sufficient evidence that the mean weekly profit has decreased
Walkthrough
This question is a one-tailed hypothesis test about a normal population mean. The past distribution is , so under the null hypothesis the population mean is 736 and the standard deviation is 26. The management changed and we want to know whether the mean weekly profit has decreased, so the alternative hypothesis is one-sided: . The necessary assumption is that the standard deviation is still 26; without this assumption we could not standardise the sample mean.
The sample mean is with . Since the population is normal and is known, we use
Substituting gives . At the 2% significance level for a lower-tailed test, the critical value is . Our test statistic is less than this critical value, so it lies in the rejection region. Equivalently, the -value is , which is less than . We therefore reject the null hypothesis. In context, there is sufficient evidence that the mean weekly profit has decreased, but the test does not prove the decrease definitely.
Key Takeaways
A hypothesis test for a normal population mean uses the standardised sample mean. We must state assumptions such as the standard deviation remaining unchanged, define hypotheses, choose the correct one-tailed direction, and compare either a test statistic with a critical value or a -value with the significance level. The conclusion must be written in the context of the problem.
Common Mistakes
- Omitting the assumption that the standard deviation is still 26.
- Using a two-tailed alternative; this changes the critical values and is not the correct test for 'decreased'.
- Writing the alternative hypothesis as instead of .
- Stating the conclusion without context, e.g. just 'reject ' without saying what has decreased.
- Saying the mean weekly profit 'has decreased' as a definite fact rather than saying there is sufficient evidence.
Things to Be Careful About
- The critical value for a 2% lower-tailed test is ; the two-tailed critical values would be , which would not test the stated one-sided claim.
- The sign of the test statistic matters: 725 is below 736, so is negative.
- The mark scheme accepts comparing with or comparing with ; both are valid.
- Do not use the sample standard deviation; the population standard deviation is 26.
The mean weekly profit for another random sample of 35 weeks is found and a similar test is carried out at the 2% significance level.
State the probability of a Type I error.
Approach
A Type I error is the error of rejecting a true null hypothesis. For a test performed at a given significance level, the probability of a Type I error is exactly that significance level.
Working
The test is carried out at the 2% significance level.
Answer
0.02
0.02
Walkthrough
By definition, a Type I error occurs when we reject the null hypothesis when it is in fact true. The significance level of a hypothesis test is the probability of making a Type I error. Since the test is conducted at the 2% level, this probability is 0.02, regardless of the observed sample.
Key Takeaways
The significance level and the probability of a Type I error are the same number. A smaller significance level means a smaller chance of wrongly rejecting a true null hypothesis.
Common Mistakes
- Confusing a Type I error with a Type II error.
- Trying to calculate it from the sample mean; it is simply the significance level.
Things to Be Careful About
- Write 0.02, not 2%, if a decimal probability is expected.
- Do not halve or double the significance level: this is a one-tailed test at 2%, so the Type I error probability is 0.02.
Given that the mean weekly profit is now in fact $718, find the probability of a Type II error.
Approach
To find the probability of a Type II error, we need the probability of failing to reject when the true mean is $718. First we find the critical value of the sample mean at the 2% significance level using the null mean 736. Then we standardise that critical value using the true mean 718 and find the corresponding upper-tail normal probability.
Working
Under , the critical value of is found from
so
A Type II error occurs if we do not reject , i.e. if the observed sample mean is greater than , when in fact the true mean is 718.
Standardise using :
Therefore
Answer
0.0205 (accepted range 0.0203 to 0.0207)
0.0205 (accepted range 0.0203 to 0.0207)
Walkthrough
A Type II error is the probability of failing to reject the null hypothesis when the alternative is true. Here, if the true mean has become 718, we want the chance that the test still does not reject .
First locate the boundary of the acceptance region in terms of the sample mean. For a lower-tailed 2% test under , the critical sample mean satisfies . Standardising gives , so . This means: if the sample mean is below about 726.973, we reject ; if it is above that value, we do not reject.
Now suppose the true mean is 718. The probability of a Type II error is the probability of not rejecting, i.e. . Standardising 726.973 with mean 718 gives , so the probability is .
Key Takeaways
A Type II error is not the significance level; it depends on the true parameter value. To compute it, find the critical value of the sample mean under the null hypothesis and then standardise it under the assumed true mean. The tail direction is the opposite of the rejection region.
Common Mistakes
- Using 725 or 736 instead of 718 when calculating the Type II error probability. The true mean is now 718.
- Forgetting to subtract from 1; we need the probability above the critical value, not below.
- Using 0.02 as the Type II probability.
- Omitting the critical-value calculation and directly standardising 736 or 725 against 718; this does not give the correct boundary.
Things to Be Careful About
- Accept a critical value of 726.973 or 727.
- The accepted final probability range is 0.0203 to 0.0207 depending on rounding of and .
- If part (a) had been a two-tailed test, the critical value would be ; but here we are using the correct one-tailed lower critical value .
- The probability of a Type II error is the chance of the sample mean lying in the acceptance region, which is above the critical value.