Errata (typos).... I wrote:
2. I probably should write SMALL(A1:An,ROUNDUP(n*2.5%))
and SMALL(A1:An,ROUNDDOWN(n*97.5%)), to be conservative.

Let's try that again:

2. I probably should write SMALL(A1:An,ROUNDUP(n*2.5%,0))
and SMALL(A1:An,ROUNDDOWN(n*97.5%,0)), to be conservative.

Flipping between Excel and VBA is very confusing.