The expected value of
is
![{\displaystyle {\begin{aligned}\mathbb {E} (X^{2})&=\int _{-\infty }^{\infty }x^{2}f(x)\;\mathrm {d} x=\int _{-1/2}^{0}x^{2}\;\mathrm {d} x+\int _{0}^{1/4}2x^{2}\;\mathrm {d} x\\&=\left.\left[{\frac {x^{3}}{3}}\right]\right|_{-1/2}^{0}+\left.\left[{\frac {2x^{3}}{3}}\right]\right|_{0}^{1/4}={\frac {1}{3}}\cdot {\frac {1}{8}}+{\frac {2}{3}}\cdot {\frac {1}{64}}={\frac {1}{3}}\left({\frac {1}{8}}+{\frac {1}{32}}\right)={\frac {1}{3}}\cdot {\frac {5}{32}}={\frac {5}{3\cdot 2^{5}}}.\end{aligned}}}](https://wiki.ubc.ca/api/rest_v1/media/math/render/svg/2933d35804cabae023d176c7336cd418b3fc974f)
Recall from part (c) that
. Thus,

Taking the square root of this, the standard deviation of
is
. Therefore, the interval we are looking for is
.
Note that depending on how much or how little one simplified along the way, it is possible to get different (equivalent) answers, such as
.