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Confidence Interval of the Mean

If the mean is calculated from a sample, one wants to know the probability that the true mean lies within certain limits around the caclulated mean. These limits are established by the confidence interval. The width of the confidence interval  depends on the probability P that the true mean is found within the limits. The probability P is usually specified as a = 1-P; a is called the level of significance.

The confidence interval of the mean is defined by


with tn-1;a being the critical value of the t distribution having n-1 degrees of freedom and a level of significance of a.

Last Update: 2004-Jul-03