This calculator will compute the confidence interval for a proportion with given sample size, number of successes, and confidence level. It will provide confidence intervals calculated using different methods, including the Normal approximation method, Wilson Score method, and Clopper-Pearson method.
Critical value: zα/2 = 1.96
Definition: The simplest and most intuitive method, based on the normal approximation to the binomial distribution.
Where:
In a sample of 200 people, 30 are left-handed (p̂ = 0.15). For 95% confidence:
Definition: A more sophisticated method that adds the critical value to both the numerator and denominator, providing better coverage properties.
Where is the same critical value used in the normal approximation method.
Why it's better: The Wilson Score method "pulls" the interval toward 0.5, which reflects the fact that we're less certain about extreme proportions. This results in more honest confidence intervals that better reflect our actual uncertainty.
Definition: The "exact" method based on the binomial distribution, using the relationship between binomial and beta distributions.
For x successes in n trials:
Where Beta represents the inverse beta cumulative distribution function.
For most situations: Wilson Score
Best balance of accuracy, reliability, and practical properties.
For teaching/quick calculations: Normal Approximation
Easy to understand and calculate by hand, but check assumptions first.
For guaranteed coverage: Clopper-Pearson
Conservative but reliable, especially for critical decisions.
Important Note: The "exact" Clopper-Pearson method is exact in terms of coverage probability, but no confidence interval method can tell you exactly where the true parameter lies. All methods provide ranges of plausible values based on your sample data.
What does a 95% confidence interval mean?
If we repeated our sampling process many times and calculated a 95% confidence interval each time, approximately 95% of those intervals would contain the true population proportion.
Common misconception: A 95% confidence interval does NOT mean there's a 95% probability that the true proportion lies in our specific interval. The true proportion is fixed (but unknown), and our interval either contains it or it doesn't.
This calculator will compute the confidence interval for a proportion with given sample size, number of successes, and confidence level. It will provide confidence intervals calculated using different methods, including the Normal approximation method, Wilson Score method, and Clopper-Pearson method.
Critical value: zα/2 = 1.96
Definition: The simplest and most intuitive method, based on the normal approximation to the binomial distribution.
Where:
In a sample of 200 people, 30 are left-handed (p̂ = 0.15). For 95% confidence:
Definition: A more sophisticated method that adds the critical value to both the numerator and denominator, providing better coverage properties.
Where is the same critical value used in the normal approximation method.
Why it's better: The Wilson Score method "pulls" the interval toward 0.5, which reflects the fact that we're less certain about extreme proportions. This results in more honest confidence intervals that better reflect our actual uncertainty.
Definition: The "exact" method based on the binomial distribution, using the relationship between binomial and beta distributions.
For x successes in n trials:
Where Beta represents the inverse beta cumulative distribution function.
For most situations: Wilson Score
Best balance of accuracy, reliability, and practical properties.
For teaching/quick calculations: Normal Approximation
Easy to understand and calculate by hand, but check assumptions first.
For guaranteed coverage: Clopper-Pearson
Conservative but reliable, especially for critical decisions.
Important Note: The "exact" Clopper-Pearson method is exact in terms of coverage probability, but no confidence interval method can tell you exactly where the true parameter lies. All methods provide ranges of plausible values based on your sample data.
What does a 95% confidence interval mean?
If we repeated our sampling process many times and calculated a 95% confidence interval each time, approximately 95% of those intervals would contain the true population proportion.
Common misconception: A 95% confidence interval does NOT mean there's a 95% probability that the true proportion lies in our specific interval. The true proportion is fixed (but unknown), and our interval either contains it or it doesn't.