From the Super Mario Wiki
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Biathlon is a normal event in the DS version of Mario & Sonic at the Olympic Winter Games.
The character skis through a cross-country course different from the Cross Country Skiing event, going past hills. The recovery zones also appear here. When the character reaches the shooting range, they have five bullets to shoot, one for each target. Missing a target gives a penalty to that character when they finish all their shots. After pressing repeatedly, the penalty clears. Penalty length depends on the amount of targets missed. The character who finishes with the least time wins.