Methodology
Mean confidence intervals are calculated as x̄ ± z × (σ / √n) using the z critical values: 80% → 1.2816, 85% → 1.4395, 90% → 1.6449, 95% → 1.9600, 99% → 2.5758. Proportion confidence intervals use the Wald formula p̂ ± z × √(p̂(1 − p̂) / n) with bounds clamped to [0, 1]. These are the standard large-sample formulas as described in NIST and OpenStax Statistics.
Limitations
- Mean intervals use the z-distribution (large-sample approximation). For small samples (n < 30) with unknown population standard deviation, a t-interval is more appropriate.
- Proportion intervals use the Wald formula, which can be inaccurate for very small samples or proportions close to 0 or 1. The Wilson score interval is preferred in those cases.
- Confidence intervals assume random sampling. Non-random or biased sampling can produce intervals that do not contain the true parameter at the stated rate.
- These intervals assume the observations are independent. Clustered or repeated-measures data require different methods.
Disclaimer
This calculator provides standard large-sample confidence interval estimates for educational and analytical use. It is not a substitute for professional statistical analysis for clinical, legal, or high-stakes research purposes.