Confidence Interval
CI for a sample mean (z-based, 80–99%)
About Confidence Interval
A confidence interval gives a range around an estimate that captures the true population parameter with a specified probability — typically 95%. The Toolenza calculator returns the interval for a sample mean: CI = x̄ ± z × (σ / √n) for known population standard deviation, or the Student-t version for sample-based estimates.
How to read a 95% CI
The correct interpretation: "If we repeated this study many times and computed a 95% CI each time, 95% of those intervals would contain the true population value."
The wrong-but-common interpretation: "There's a 95% probability the true value is in this specific interval." This is the Bayesian credible-interval interpretation, which requires a prior — confidence intervals (frequentist) don't make that claim about a specific interval.
In practice, the two interpretations diverge less than the philosophical battle suggests; for most well-designed studies the numerical result is close.
Reading width
- Wide CI → low precision. You don't really know.
- Narrow CI → high precision. The estimate is well-measured.
- CI that includes zero → cannot rule out no effect.
- CI that doesn't include zero → equivalent to p < 1−level (so a 95% CI excluding zero implies p < 0.05).
Confidence levels you'll see
- 80% — z = 1.282. Often used in exploratory data analysis.
- 90% — z = 1.645. Common in epidemiology.
- 95% — z = 1.96. The default everywhere.
- 99% — z = 2.576. Required when stakes are high (drug approval, criminal forensics).
Pitfalls
The formula assumes the sample mean is roughly normally distributed — which requires either a normal population OR a large enough sample (n ≥ 30 by convention). For small samples from non-normal populations, use bootstrapping for a more honest interval.
Frequently asked questions
If you repeated the sampling many times, 95% of the intervals constructed this way would contain the true value. It does NOT mean there's a 95% chance the true value is in this specific interval.
Narrower. Sample size shrinks the standard error roughly as 1/√n, so quadrupling the sample halves the interval width.
99% is wider but more conservative. 95% is the academic default; safety-critical work often uses 99% or higher.
The standard formula does. For small samples or non-normal data, use bootstrap intervals or the appropriate non-parametric alternative.
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