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Math · Probability and Statistics

Chapter 8: Introduction to Inference

Confidence Intervals

A range, and how sure you are of it.

Lesson
1
Time
About 22 minutes
0 of 12 done

Step 1: Let's Learn

Read it, or press Listen and follow the words.

A single estimate is almost certainly a little wrong. A confidence interval reports a range instead, with a stated level of confidence.

The form

Every interval is estimate plus or minus margin of error. The margin depends on the confidence level and the sample size.

The usual level

For 95% confidence the margin is about 2 standard errors, since 95% of a normal distribution lies within two.

Sample size

Quadrupling the sample size halves the margin of error. Precision is expensive, because it improves with the square root.

What 95% means

It describes the method: about 95% of intervals built this way capture the true value. It is not a probability about this one interval.

The common misreading

Saying "there is a 95% chance the true value is in this interval" treats the fixed parameter as random. The randomness is in the sampling.

A range, with a stated reliability

A confidence interval is an estimate plus and minus a margin of error. Reporting a range acknowledges the uncertainty that a single number pretends does not exist.

What the confidence level describes

95% confidence means 95% of intervals constructed this way capture the true value. It describes the method over many samples, not the chance that this particular interval is right.

Confidence against precision

A wider interval is more likely to be correct and less informative. A 100% confidence interval covering every possible value is useless. Choosing a level is a trade between the two.

Narrowing the interval costs data

Halving the margin of error requires four times the sample. That square-root relationship is why national polls stop at around a thousand respondents — the next improvement is not worth the cost.

Step 2: Try It Yourself

Tap and try it out.

Slide the estimate and picture a band either side of it. That band is the confidence interval.
05101520253035404550556065707580859095100

55

Step 3: Watch an Example

One step at a time.

Watch Sana Build an Interval

600 of 1000 people surveyed said yes, and the margin of error is 3 percentage points.

  1. Step 1

    The sample proportion is 600 ÷ 1000 = 0.6, or 60%.

Step 4: Your Turn

Practice makes it stick.

The Interval

Problem 1 of 2

Estimate 60% with margin 3. What is the lower end, in percent?

%

The Width

Problem 2 of 2

An interval runs from 42% to 50%. What is the margin of error, in percentage points?

Build the Range

1 of 8

Estimate 45% with margin 4. Upper end, in percent?

2 of 8

Estimate 30% with margin 5. Lower end?

3 of 8

Interval 38% to 46%. What is the estimate?

4 of 8

Interval 38% to 46%. Margin of error?

5 of 8

450 of 900 said yes. Sample percentage?

6 of 8

Quadrupling the sample size does what to the margin? 1 halves it, 2 quarters it.

7 of 8

Which interpretation of 95% confidence is correct?

8 of 8

Estimate 72% with margin 6. Lower end?

Step 5: Quick Check

Show what you know.

Question 1 of 2

Estimate 55% with margin 3. What is the upper end, in percent?

Question 2 of 2

How does a larger sample change the interval?

What You Learned

  • A confidence interval is an estimate plus or minus a margin of error.
  • Larger samples give smaller margins, improving with the square root.
  • The confidence level describes the method, not one particular interval.