The "95%" says that 95% of

Confidence
experiments like we just did will
include the true mean, but5%
won't.

Intervals So there is a 1-in-20 chance

(5%) that our Confidence
Interval does NOT include the
true mean.
An interval of 4 plus or minus 2

A Confidence Interval is a range of

values we are fairly sure our true
value lies in. Calculating the
Confidence Interval
Example: Average Height
Step 1: find the number of
We measure the heights observations n, calculate their
of 40 randomly chosen men, mean X, and standard deviation s
and get a mean height
of 175cm, Using our example:
 Number of observations: n = 40
 Mean: X = 175
We also know the standard
 Standard Deviation: s = 20
deviation of men's heights
Note: we should use the
is 20cm. standard deviation of the
The 95% Confidence entire population, but in
Interval (we show how to many cases we won't know
calculate it later) is: it.
We can use the standard
175cm ± 6.2cm deviation for the sample if
we have enough
observations (at least n=30,
hopefully more).

Step 2: decide what Confidence

Interval we want: 95% or 99% are
common choices. Then find the "Z"
value for that Confidence Interval here:
This says the true mean of ALL Confidence
Z
men (if we could measure all Interval
their heights) is likely to be
80% 1.282
between 168.8cm and 181.2cm.
85% 1.440
But it might not be!
 90% 1.645

95% 1.960

99% 2.576

99.5% 2.807

99.9% 3.291

For 95% the Z value is 1.960

Step 3: use that Z in this formula for

the Confidence Interval Calculator
X ± Zs√n
We have a Confidence Interval
Where: Calculator to make life easier for you.
 X is the mean
 Z is the chosen Z-value from the table
above
 s is the standard deviation
 n is the number of observations Another Example
And we have:
Example: Apple Orchard
175 ± 1.960 × 20√40
Are the apples big enough?
Which is:
There are hundreds of apples on
175cm ± 6.20cm the trees, so you randomly
choose just 46 apples and get:
In other words: from 168.8cm to  a Mean of 86
181.2cm  a Standard Deviation of 6.2

The value after the ± is So let's calculate:

called the margin of error
The margin of error in our X ± Zs√n
example is 6.20cm
We know:
 X is the mean = 86
 Z is the Z-value = 1.960 (from the
table above for 95%)
 s is the standard deviation = 6.2
 n is the number of observations =
46
86 ± 1.960 × 6.2√46 = 86 ±
1.79
So the true mean (of all the
hundreds of apples) is likely to
be between 84.21 and 87.79
True Mean
Now imagine we get to pick ALL
the apples straight away, and
get them ALL measured by the
packing machine (this is a
luxury not normally found in
statistics!)
And the true mean turns out to
be 84.9
Let's lay all the apples on the
ground from smallest to largest:
Each apple is a green dot,
except our observations which
are blue
Our result was not exact ... it is
random after all ... but the true
mean is inside our confidence
interval of 86 ± 1.79 (in other
words 84.21 to 87.79)
But the true mean might
not be inside the confidence
interval but 95% of the time it
will!
95% of all "95%
Confidence Intervals" will
include the true mean.
Maybe we had this sample, with
a mean of 83.5:
Each apple is a green dot,
our observations are marked
purple
That does not include the
true mean. Expect that to
happen 5% of the time for a
95% confidence interval.
So how do we know if the
sample we took is one of the
"lucky" 95% or the unlucky 5%?
Unless we get to measure the
whole population like above we
simply don't know.
This is the risk in sampling , we
might have a bad sample.
Example in Research
Here is Confidence Interval used
in actual research on extra
exercise for older people:
What is it saying? Looking at the
"Male" line we see:
 1,226 Men (47.6% of all people)
  had a "HR" (see below) with
a mean of 0.92,
 and a 95% Confidence
Interval (95% CI) of 0.88 to
0.97 (which is also 0.92±0.05)
Also from -1.96 to +1.96 standard
"HR" is a measure of health deviations, so includes 95%
benefit (lower is better), so that
line says that the true benefit
of exercise (for the wider
population of men) has a 95%
chance of being between 0.88 Conclusion
and 0.97
The Confidence Interval is based on
* Note for the curious: "HR" is Mean and Standard Deviation. Its
used a lot in health research and formula is:
means "Hazard Ratio" where
lower is better, so an HR of 0.92 X ± Zs√n
means the subjects were better
off, and 1.03 means slightly Where:
worse off.  X is the mean
 Z is the Z-value from the table below
 s is the standard deviation
 n is the number of observations
Standard Normal Confidence
Z
Interval
Distribution 80% 1.282
It is all based on the idea of 85% 1.440
the Standard Normal Distribution ,
90% 1.645
where the Z value is the "Z-score"
95% 1.960

For example the Z for 95% is 1.960, 99% 2.576

and here we see the range from -1.96 99.5% 2.807
to +1.96 includes 95% of all values:
99.9% 3.291

From -1.96 to +1.96 standard Confidence Level

deviations is 95%
In survey sampling, different samples can be randomly
selected from the same population; and each sample
Applying that to our sample looks like can often produce a different confidence interval.
this: Some confidence intervals include the true population
parameter; others do not.
A confidence level refers to the percentage of all
possible samples that can be expected to include the
true population parameter. For example, suppose all
possible samples were selected from the same
population, and a confidence interval were computed
for each sample. A 95% confidence level implies that
95% of the confidence intervals would include the true
population parameter.
Confidence Level: What is
it?
Statistics Definitions > Confidence Level
When a poll is reported in the media, a confidence level
is often included in the results. For example, a survey
might report a 95 percent confidence level. But what
exactly does this mean? At first glance you might think
that it means it’s 95 percent accurate. That’s close to the
truth, but like many things in statistics, it’s actually a little
more defined.
Real Life Example
Example: A recent article on Rasmussen Reportsstates
that “38% of Likely U.S. Voters now say their health
insurance coverage has changed because of Obamacare”.
If you scroll down to the bottom of the article, you’ll see
this line: “Themargin of sampling error is +/- 3
percentage points with a 95% level of confidence.”
It’s impractical to survey all 300 million+ U.S. residents,
so it’s impossible to know exactly how many people
would actually respond “yes my health insurance has
changed.” We take a sample(say, 2,000 people) and,
using good statistical techniques like simple random
sampling, take our “best guess” at what that actual figure
is (we call that unknown figure a population parameter).
What a 95 percent confidence level is saying is that if the
poll or survey were repeated over and over again, the
results would match the results from the actual
population 95 percent of the time.
What about “+/-
percentage points”?
The width of the confidence interval tells us more about
how certain (or uncertain) we are about the true figure
in the population. This width is stated as a plus or minus
(in this case,+/- 3) and is called the confidence interval.
When the interval and confidence level are put together,
you get a spread of percentage. In this case, you would
expect the results to be 35 (38-3) to 41 (35+3) percent,
95% of the time.
Factors that Affect
Confidence Intervals (CI)
 Population size: this does not usually affect the CI
but can be a factor if you are working with small
and known groups of people.
 Sample Size: the smaller your sample, the less
likely it is you can be confident the results reflect
the true populationparameter.
 Percentage: Extreme answers come with
better accuracy. For example, if 99 percent of
voters are for gay marriage, the chances of error
are small. However, if 49.9 percent of voters are
“for” and 50.1 percent are “against” then the
chances of error are bigger.
0% and 100% Confidence
Level
A 0% confidence level means you have no faith at
all that if you repeated the survey that you would get the
same results. A 100% confidence level means there is no
doubt at all that if you repeated the survey you would
get the same results. In reality, you would never publish
the results from a survey where you had no confidence
at all that your statistics were accurate (you would
probably repeat the survey with better techniques). A
100% confidence level doesn’t exist in statistics, unless
you surveyed an entire population — and even then you
probably couldn’t be 100 percent sure that your survey
wasn’t open to some kind or error or bias.
Confidence
Coefficient
The confidence coefficient is the confidence levelstated
as a proportion, rather than as a percentage. For
example, if you had a confidence level of 99%, the
confidence coefficient would be .99.
In general, the higher the coefficient, the more certain
you are that your results are accurate. For example, a .99
coefficient is more accurate than a coefficient of .89. It’s
extremely rare to see a coefficient of 1 (meaning that you
3 are positive without a doubt that your results are
completely, 100% accurate). A coefficient of zero means
that you have no faith that your results are accurate at all.
The following table lists confidence coefficients and the
equivalent confidence levels.
Confidence coefficient Confidence level (1 – α *
(1 – α) 100%)
0.90 90 %
0.95 95 %
0.99 99 %