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Intervals for a mean or a proportion, with the margin of error.
| Level | Interval | Margin |
|---|
It does not mean there is a 95 percent chance the true value lies inside this particular interval. The true value is fixed; this interval either contains it or does not. It means that if you repeated the whole sampling procedure many times and built an interval each time, about 95 percent of those intervals would contain the true value. The confidence is in the method, not in this one result.
Confidence interval
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Total width of the interval
The t distribution is used whenever the population standard deviation is unknown, which is nearly always; the difference from z matters most below about 30 observations. To narrow an interval, collect a larger sample — width scales with the square root of n.
The Confidence Interval Calculator builds an interval around a sample mean or proportion at any confidence level, choosing the t distribution automatically for small samples where the population standard deviation is unknown.
Build a confidence interval around a sample mean or a sample proportion at whatever confidence level you need. The t distribution is used automatically for small samples where the population standard deviation is unknown, and the z distribution otherwise.
The interpretation is the part worth getting right, because the intuitive reading is wrong. A 95 percent confidence interval does not mean there is a 95 percent chance the true value lies inside this particular interval — the true value is fixed, and this interval either contains it or does not. It means that if you repeated the sampling procedure many times, 95 percent of the intervals you built would contain it. The distinction matters, and the page states it plainly.
Both interval types, with the right standard error formula applied to each.
The t distribution is used when the population standard deviation is unknown, which is nearly always.
The page states plainly that 95 percent describes the method across repeated samples, not this one interval.
90, 95 and 99 percent presets, or a level you set yourself.
So the result can be reproduced and checked rather than taken on trust.
Means need a standard deviation; proportions need a count or a percentage.
The sample statistic, the sample size, and the spread where relevant.
90, 95 or 99 percent, or any level you enter yourself.
The lower and upper bounds, the margin of error, and which distribution was used.
That if you repeated the sampling many times and built an interval each time, about 95 percent of those intervals would contain the true population value. It is a statement about the method, not about this one interval.
When the population standard deviation is unknown and you are estimating it from the sample, which is nearly always. The difference from z matters most below about 30 observations.
Collect a larger sample, reduce variability in the measurement, or accept a lower confidence level. Sample size is the usual lever, and it scales with the square root.
Usually a small sample or high variability. Both increase the standard error, and the interval width is directly proportional to it.
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