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100(1− α)% CI ()    =    ± z(1 − α/2) SE ()
95% CI    =    ±1.96 s
√n
where:
  • α is the significance level; for a 95% confidence interval α = 0.05.
  • z(1 − α/2) is the 1 − α/2 percentile of the standard normal distribution,
  • SE () is the standard error of the mean
  • s is the standard deviation of the observations,
  • n is the number of observations.