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Confidence Interval Calculator

A confidence interval expresses how much the estimate could move if you repeated the study. In reliability work the one-sided lower bound usually matters more than the two-sided interval — nobody is worried that equipment might be more reliable than measured.

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Formula

Mean, σ unknownx̄ ± t(α/2, n−1) · s / √n
Mean, σ knownx̄ ± z(α/2) · σ / √n
Proportion (Wald)p̂ ± z(α/2) · √[ p̂(1 − p̂) / n ]
Unreliable near 0 or 1; prefer Wilson or Clopper-Pearson for reliability data.
One-sided lower reliability boundR_L = (α)^(1/n)
For n successes and zero failures, α = 1 − confidence.

Worked example

Twenty-five measurements give x̄ = 48.2 and s = 3.1. Construct a 95% confidence interval on the mean.

  1. df = 24, t(0.025, 24) = 2.0639
  2. Standard error = 3.1 / √25 = 3.1 / 5 = 0.620
  3. Margin = 2.0639 × 0.620 = 1.2796
  4. CI = 48.2 ± 1.28 = [46.92, 49.48]

The interval is [46.92, 49.48]. Quadrupling the sample to 100 would only halve the width — precision improves with √n, which is why the jump from a pilot study to a confirmatory study is expensive.

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Confidence Interval is part of a suite of 126 reliability, maintenance and quality engineering tools covering life data analysis, accelerated testing, system reliability, FMEA and root cause, SPC, and design for reliability. It runs in the browser and as native iOS and Android apps, so the same calculation is available at a desk or in front of the asset.

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