Confidence Interval Calculator

Calculate confidence intervals for means and proportions.

What is a Confidence Interval?

A confidence interval provides a range of plausible values for an unknown population parameter based on sample data. Instead of giving a single estimate, it quantifies the uncertainty in your estimate.

The interval has the form: point estimate ± margin of error

Confidence Level

The confidence level (commonly 90%, 95%, or 99%) represents how often the interval would contain the true parameter if we repeated the sampling process many times.

A 95% confidence interval does NOT mean there’s a 95% probability the parameter is in the interval. It means 95% of similarly constructed intervals would contain the parameter.

Types of Confidence Intervals

Z-Interval (\( \sigma \) known)

When the population standard deviation is known:

$$ \bar{x} \pm z^* \cdot \frac{\sigma}{\sqrt{n}} $$

T-Interval (\( \sigma \) unknown)

When using the sample standard deviation:

$$\bar{x} \pm t^* \cdot \frac{s}{\sqrt{n}}$$

The t-distribution has heavier tails, giving wider intervals to account for the extra uncertainty.

Proportion Interval

For estimating population proportions:

$$\hat{p} \pm z^* \cdot \sqrt{\frac{\hat{p}(1-\hat{p})}{n}}$$

Critical Values

Confidence\( z^* \)\( t^* \) \(df=29\)
90%1.6451.699
95%1.9602.045
99%2.5762.756

Factors Affecting Interval Width

Sample Size

Larger samples give narrower intervals (\( \sqrt{n} \) in the denominator).

Confidence Level

Higher confidence requires wider intervals.

Variability

More variable data gives wider intervals.

Interpreting the Interval

  • Correct: “We are 95% confident that the true population mean is between 45 and 55.”
  • Incorrect: “There is a 95% probability that the population mean is between 45 and 55.”

The parameter is fixed (not random). The interval either contains it or doesn’t.

Sample Size Determination

To achieve a desired margin of error ( E ):

$$n = \left( \frac{z^* \cdot \sigma}{E} \right)^2$$

Double the precision requires four times the sample size.

Assumptions

For Mean Intervals

  • Random sample
  • Normal population OR large sample (\( n \geq 30 \))
  • For t-interval: no extreme outliers

For Proportion Intervals

  • Random sample
  • \( np \geq 10 \) and \( n(1-p) \geq 10 \) (success/failure condition)

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