Math & ScienceMean & proportion

Confidence Interval Calculator

A single sample average is one draw from a lottery. The confidence interval is the range the evidence actually supports — and it is almost always wider than people expect.

Sample Details

Switch the mode to match what you measured. Unused fields are ignored.

Mean modes only
Mean modes only
Proportion mode — count, or a value under 1 as a rate
Optional — applies the finite population correction
CONFIDENCE INTERVAL
Point estimate
Margin of error
Lower bound
Upper bound
Standard error
Critical value
Degrees of freedom
Interval width

What "95% confident" actually claims

It is a statement about the method, not about this one interval. If you repeated the whole sampling process many times and built an interval each time, about 95% of those intervals would contain the true value. The interval you happen to have either contains it or it does not; you simply cannot know which.

This is why "there is a 95% chance the true value is in this range" is technically wrong, and why the correct phrasing sounds so much more awkward. In practice the interval is still the right thing to report: it shows both the estimate and how much the data can bear.

Why the margin of error shrinks so slowly

The margin of error is proportional to 1 / √n. To halve it you need four times the data; to cut it to a tenth you need a hundred times. This is the single most useful fact in study design and the reason national polls settle around 1,000 respondents — roughly ±3 points. Going to ±1.5 points would need 4,000 people, and the extra cost rarely changes any decision.

t or z, and when the difference bites

If the standard deviation came from your own sample — which it almost always does — the correct critical value comes from the t-distribution with n − 1 degrees of freedom. At n = 10 the 95% critical value is 2.26 rather than 1.96, making the interval 15% wider. At n = 100 it is 1.98 and the distinction stops mattering. Using z on a small sample produces an interval that is too narrow, which is to say too flattering.

Proportions and the finite population correction

For proportions the standard error is √(p(1 − p) / n), which is largest at p = 0.5 — a 50/50 split is the hardest thing to pin down. If your sample is a large fraction of a small population, the finite population correction shrinks the interval: surveying 400 of 500 employees is far more informative than surveying 400 out of a million.

Frequently Asked Questions

What confidence level should I use?
95% is the default across most fields and is what readers assume if you do not say. Use 99% when a false conclusion is expensive, and 90% only for exploratory work where you will follow up. Higher confidence always means a wider, less useful interval.
Does a wider interval mean my data is bad?
It means your data supports a wider range of possibilities — usually because the sample is small or the underlying variation is large. A wide interval reported honestly is far better than a narrow one produced by the wrong method.
What if my confidence interval for a proportion goes below 0 or above 100%?
That is a known weakness of the standard normal approximation, and it happens when the proportion is near 0 or 1 or the sample is small. This calculator clamps the display and warns you; for those cases a Wilson or Clopper-Pearson interval is more appropriate.
When should I apply the finite population correction?
When your sample is more than about 5% of the total population. Below that the correction changes the result by a negligible amount. Leave the population field at 0 to skip it.
Where these numbers come from

Sources

Official publications only. Links open the original document in a new tab.