What's the secret to pwning the Jane Street Interview?

I hear they ask for you to give a 95% confidence interval for each question? How do they want us to quantify that? Should I try to get 100% of the possibilities, and work out the bottom 2.5% of numbers, and top 2.5% or do I need to break it into a normal distribution to weigh the numbers more heavily as they get towards the middle of my range? Even then I don't think I could possibly come up with an accurate model on the fly.

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