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Glossary Math & Statistics

Confidence interval

A confidence interval is a range around a sample estimate that would contain the true value in a stated share (such as 95%) of repeated samples.

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In more detail

For a mean it is mean ± critical value × SD / √n. A mean of 103 with SD 15 and n = 100 has a 95% interval of about 100.06 to 105.94. A wider interval means more uncertainty, which more data narrows.

Try these tools

Confidence Interval Calculator

Free confidence interval calculator for a population mean, using sample mean, sample standard deviation, sample size, and a 90%, 95%.

Sample Size Calculator

Find the required sample size from a confidence level, margin of error, and an estimated proportion or standard deviation.

See also

  • Glossary Standard deviation
    Standard deviation measures how far values typically stray from their mean; it is the square root of the variance.
  • Glossary p-value
    A p-value is the probability of seeing results at least as extreme as yours if there were really no effect.
  • Glossary Sample size
    Sample size is the number of observations in a study; bigger samples give narrower margins of error.
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