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What does a 95% confidence interval actually tell you?

A 95% confidence interval is a range built by a method that captures the true population value in about 95% of random samples. Any single interval either contains the true value or it does not; the 95% describes the method, not the chance for one interval.

Estimate plus or minus a margin

Every confidence interval has the same shape: estimate ± margin of error, where the margin is a critical value times the standard error. For a population proportion, that is p̂ ± z* · √(p̂(1 − p̂) / n). The standard error measures how much the estimate would bounce around from sample to sample, and z* sets how many of those bounces you allow: 1.96 for 95%, 2.576 for 99%.

A worked interval

A random sample of 400 students at a college finds that 240, or 60%, study mainly the night before exams. The conditions hold: the sample is random, 400 is under 10% of the student body, and both 240 and 160 are at least 10.

The standard error is √(0.6 × 0.4 / 400) ≈ 0.0245. At 95%, the margin of error is 1.96 × 0.0245 ≈ 0.048, so the interval is 0.552 to 0.648.

Interpretation in context: we are 95% confident that the true proportion of all students at this college who study mainly the night before exams is between 55.2% and 64.8%. Raise the confidence to 99% and the margin grows to about 0.063, so the interval widens. Quadruple the sample size and the margin halves.

Misreadings to avoid

  • "There is a 95% probability that the true proportion is in this interval." Once computed, the interval either contains it or not; the 95% is about the method.
  • "95% of students fall in this range." The interval is about one population value, not individual data.
  • "The sample proportion is probably in the interval." It is always in the interval, at the center.
  • Thinking the margin of error covers bias. It covers random sampling variation only, not a badly worded question or a non-random sample.

Intervals and tests are linked: when a 95% interval for a mean leaves out a value, a two-sided test of that value at α = 0.05 will reject it. See p-values for the testing side.

Seeing 100 intervals at once

Ask Isotoon "What does a 95% confidence interval tell you?" and you get a short narrated animation. The clearest version draws 100 samples, builds an interval from each, and stacks them against a line at the true value: about 95 cross it and a few miss. The bell shape behind z* comes from the central limit theorem. More is on AP Statistics and statistics.

Questions

Why does a higher confidence level give a wider interval?
To catch the true value more often, the method has to cast a wider net. A 99% interval uses a larger critical value than a 95% interval, so its margin of error is bigger.
How do I make a confidence interval narrower?
Take a larger sample or accept a lower confidence level. Because the standard error shrinks with the square root of n, you need four times the sample to cut the margin in half.
What is the correct way to interpret a confidence interval on the AP exam?
State the confidence level, the parameter in context and the interval: we are 95% confident that the interval from A to B captures the true proportion (or mean) of the population described in the problem.

Still stuck? Ask it your way