Maths Statistics

Confidence interval calculator

Sample mean
Standard deviation
Sample size
Confidence level
%
Interval 97.0601 – 102.9399
mean ± 1.959964 × sd ÷ √100
Lower bound 97.060054
Upper bound 102.939946
Margin of error 2.939946 ±
Standard error 1.5
Critical z value 1.959964
Margin scales with 1 ÷ √n

Margin of error scales with one over the square root of the sample size, so cutting it in half takes four times the data. That is why polls hover around a thousand respondents: it buys roughly ±3 points, and getting to ±1.5 would need four thousand at four times the cost. The relationship is also why a sample of 1,000 is nearly as good for a country of 60 million as for a town of 60,000 — population size barely enters into it.

Uses the normal approximation. For samples under about 30, or an unknown population standard deviation, a t-distribution gives a wider and more honest interval.

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A confidence interval is the mean plus and minus the critical value times the standard error. A mean of 100 with a standard deviation of 15 and n = 100 gives a 95% interval of 97.06 to 102.94 — a margin of error of ±2.94.

How to calculate a confidence interval

1 Enter the sample mean, standard deviation and sample size.
2 Choose a confidence level; 95% is standard.
3 Read the interval and the margin of error.
4 Use a t-distribution instead if n is small.

The interpretation is narrower than it sounds. A 95% confidence interval does not mean there is a 95% chance the true value lies inside this particular interval — the true value is fixed and either is or is not in it. It means that if you repeated the whole sampling process many times, 95% of the intervals produced would contain the true value. It is a statement about the method, not about the one interval in front of you.

Questions

That 95% of intervals built this way from repeated samples would contain the true value. It is about the method, not this interval.

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