Confidence Intervals#
General#
\[
P\left( \mu \in \bar X \pm c\right) = p
\]
\[
c = \Phi^{-1}(p/2 + 1/2) - 1
\]
Number of SDs#
For the \(p\) confidence interval,
\[
P\left( \mu \in \bar X \pm z_p \text{SD}(\bar X)\right) = p
\]
\(z_\lambda = \Phi^{-1}(p/2 + 1/2)\)