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95% CI for a mean — formula and interpretation.

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Answer

  • CI = X̄ ± tn1,  0.975    (s  /  n)t_{n - 1, \;0.975}\; \cdot \;(s\; / \; \sqrt n).
  • Interpretation: if we repeated the experiment many times, 95% of the CIs would contain the true μ.
  • NOT: 'there's a 95% chance μ is in this specific interval' (that's Bayesian credible interval language).
  • For large n, t ≈ z = 1.96.
  • Foundational for A/B testing and any point estimate reporting.
Check yourself — multiple choice
  • μ has 95% chance to be here
  • X̄ ± tn1,  0.975t_{n - 1, \;0.975} · s/√n; frequentist: 95% of such CIs cover the true μ across repeated experiments
  • Same as prediction
  • Only Bayesian

95% CI: X̄ ± t·SE; frequentist coverage interpretation.

#confidence-interval

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