Advertisement

Confidence interval calculator

Choose an interval matched to the information available. The confidence level describes the long-run coverage of the method across repeated samples.

Calculator

Point estimate
100.000000
Lower confidence limit
93.808304
Upper confidence limit
106.191696
Half-width
6.191696
Estimated standard error
3.000000
Critical value
2.063899
Degrees of freedom
24.000000

Advertisement

How this calculator works

For a mean, divide the SD by sqrt(n), then multiply by a two-sided critical value. Student t uses n - 1 degrees of freedom when the SD is estimated from the sample. The normal method requires a known population SD. Proportion mode uses the Wilson score interval, which remains within [0, 1] even at zero or all successes. All methods assume an appropriate random sampling design.

Formula

Mean CI = x̄ ± critical × SD/√n. Wilson centre = (p̂+z²/(2n))/(1+z²/n); half-width = z√(p̂(1-p̂)/n+z²/(4n²))/(1+z²/n).

Worked example

A mean of 100, known SD 15 and n = 25 give SE 3. A normal 95% interval is 100 ± 1.959964 × 3, or [94.120108, 105.879892].

Advertisement

Frequently asked questions

Is there a 95% probability that this fixed parameter lies inside?

Frequentist coverage refers to the method over repeated samples, with the parameter fixed.

When does Student t work well?

For independent normal observations it has exact coverage. With other distributions, sample size and departure from normality matter.

Why use Wilson for proportions?

It avoids the impossible negative or above-one endpoints that simple Wald intervals can produce.

Sources

Advertisement