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What is a Confidence Interval?

A confidence interval gives a range of plausible values for a population parameter, built around a sample estimate. It reflects both the sample's precision and the chosen confidence level, most commonly 95%.

Short answer

A confidence interval is calculated as CI = x̄ ± z·(σ/√n), giving a range that is likely, at the chosen confidence level, to contain the true population mean.

Margin of error shrinks as sample size grows
65320
x: sample size (n) · y: margin of error (E)
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Try it: interactive calculator

Margin of error E
2.772
= 1.96*(10/sqrt(50))
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Step-by-step worked examples

A sample of n=64 students has mean test score x̄=78, σ=12. Find the 95% confidence interval (z=1.96).

E = z·(σ/√n) = 1.96×(12/√64) = 1.96×(12/8) = 1.96×1.5 = 2.94
CI = 78 ± 2.94 = (75.06, 80.94)

A factory samples n=100 bolts with mean length x̄=50.2 mm, σ=1.5 mm. Find the 90% CI (z=1.645).

E = 1.645×(1.5/√100) = 1.645×(1.5/10) = 1.645×0.15 = 0.247
CI = 50.2 ± 0.247 = (49.953, 50.447)

A poll of n=400 voters finds x̄=52% support, σ=25%. Find the 99% CI (z=2.576).

E = 2.576×(25/√400) = 2.576×(25/20) = 2.576×1.25 = 3.22
CI = 52% ± 3.22% = (48.78%, 55.22%)
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Flashcards

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Quick quiz

Q1.A 95% confidence interval means…

Correct answer: B. It's about the long-run capture rate of the method, not a single interval's probability.

Q2.Increasing the sample size n…

Correct answer: B. Larger n reduces σ/√n, shrinking the margin of error.

Q3.The z-score for a 99% confidence level is approximately…

Correct answer: C. z ≈ 2.576 corresponds to 99% confidence (two-tailed).

Q4.Margin of error E is calculated as…

Correct answer: B. E = z·(σ/√n), the z-score times the standard error.
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Common mistakes

Thinking a 95% CI means 95% of the data lies inside it.Correct: It's the estimation method's long-run success rate for capturing the true parameter, not a data-coverage statement.

Believing a wider interval means more confidence in the exact mean value.Correct: A wider interval reflects more uncertainty about the estimate's precision, not more confidence in one value.

Forgetting to use the correct z (or t) score for the chosen confidence level.Correct: Each confidence level has its own critical value — 90%→1.645, 95%→1.96, 99%→2.576.

Ignoring sample size when interpreting interval width.Correct: Small samples produce wide, less precise intervals — always check n.

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FAQ

What is a confidence interval?

It's a range of plausible values for a population parameter, calculated from sample data at a chosen confidence level.

What is the formula for a confidence interval?

CI = x̄ ± z·(σ/√n), where z depends on the confidence level (e.g., 1.96 for 95%).

What are examples of confidence intervals?

Estimating the average test score of students, the mean weight of manufactured parts, or the percentage of voters supporting a candidate.

How do you calculate a confidence interval step by step?

Find the margin of error E = z·(σ/√n), then add and subtract it from the sample mean x̄.

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