Hint: We need to know how to calculate the area under the curve for the given z value using the formula Here, A represents the area under the normal distribution curve and CL represents the confidence level. We then get the corresponding area. Using this area value, we look up the normal distribution table for the corresponding row and column and add the two to obtain the z value. Complete step-by-step solution:Let us consider the first case for which the given confidence level is 90 percent. In this case, we need to calculate the area under the curve and it can be given as shown in the figure below. \n \n \n \n \n It can be calculated by using the formula Here, A represents the area under the normal distribution curve and CL represents the confidence level. Substituting the CL value as 0.90, we get Adding and dividing by 2, Looking for this value in the normal distribution table given below, we can see that this value lies close to the row containing 1.6 and column containing 0.05. It also lies close to the row containing 1.6 and column containing 0.04. So, we take a mean of these values to obtain the z value at this point. Hence, the z value at the 90 percent confidence interval is 1.645.\n \n \n \n \n Let us consider the second case for which the given confidence level is 95 percent. In this case, we need to calculate the area under the curve and it can be given as shown in the figure below. \n \n \n \n \n It is calculated by using the formula Substituting the values, Adding and dividing by 2, Looking for this value in the normal distribution table given above, we can see that this value lies on the row containing 1.9 and column containing 0.06. Adding the two values, Hence, the z value at the 95 percent confidence interval is 1.96.Let us consider the third case for which the given confidence level is 99 percent. In this case too, we need to calculate the area under the curve and it can be given as shown in the figure below. \n \n \n \n \n It is calculated by using the formula Substituting the values, Adding and dividing by 2, Looking for this value in the normal distribution table given above, we can see that this value lies on the row containing 2.5 and column containing 0.08. Adding the two values, Hence, the z value at the 99 percent confidence interval is 2.58.Note: : It is important to take care while noting down the z value from the table, since it can be confusing and it is common to make errors while reading data from a table usually. It is important to know the concept of probability and statistics to solve this question. Answer from Vedantu Content Team on vedantu.com
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Alchemer
alchemer.com › home › blog › how to calculate confidence intervals
Mastering the Calculation of Confidence Intervals
December 5, 2024 - Since they have decided to use a 95 percent confidence interval, the researchers determine that Z = 1.960.
Discussions

statistics - Given a 95% confidence interval why are we using 1.96 and not 1.64? - Mathematics Stack Exchange
I'm studying for my test and am reviewing the solution to some example problems. The problem is: You are told that a new standardized test is given to 100 randomly selected third grade students in... More on math.stackexchange.com
🌐 math.stackexchange.com
October 15, 2015
Confusion about confidence intervals using Z scores, and t-tests.
Right, Z-tests require you to know the population standard deviation, which is practically never the case. So we use the t-distribution and use s/sqrt(n) as an estimator for the SE. More on reddit.com
🌐 r/AskStatistics
16
8
January 29, 2022
How to Calculate z score of Confidence Interval
Here are the steps to calculate the z-score for a given confidence interval: Step 1: Determine the Confidence Level: Common confidence levels are 90%, 95%, and 99%. Let's denote the confidence level as C. More on geeksforgeeks.org
🌐 geeksforgeeks.org
1
August 3, 2024
[Q] Which confidence level (e.g. 90% vs. 95%) and margin of error (1% vs. 9%) is most appropriate?
I always use either a 89% or a 97% confidence interval because I know it will annoy people, and I love it. There is really no right or wrong in choosing a confidence level. More on reddit.com
🌐 r/statistics
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25
January 9, 2023
Top answer
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Hint: We need to know how to calculate the area under the curve for the given z value using the formula Here, A represents the area under the normal distribution curve and CL represents the confidence level. We then get the corresponding area. Using this area value, we look up the normal distribution table for the corresponding row and column and add the two to obtain the z value. Complete step-by-step solution:Let us consider the first case for which the given confidence level is 90 percent. In this case, we need to calculate the area under the curve and it can be given as shown in the figure below. \n \n \n \n \n It can be calculated by using the formula Here, A represents the area under the normal distribution curve and CL represents the confidence level. Substituting the CL value as 0.90, we get Adding and dividing by 2, Looking for this value in the normal distribution table given below, we can see that this value lies close to the row containing 1.6 and column containing 0.05. It also lies close to the row containing 1.6 and column containing 0.04. So, we take a mean of these values to obtain the z value at this point. Hence, the z value at the 90 percent confidence interval is 1.645.\n \n \n \n \n Let us consider the second case for which the given confidence level is 95 percent. In this case, we need to calculate the area under the curve and it can be given as shown in the figure below. \n \n \n \n \n It is calculated by using the formula Substituting the values, Adding and dividing by 2, Looking for this value in the normal distribution table given above, we can see that this value lies on the row containing 1.9 and column containing 0.06. Adding the two values, Hence, the z value at the 95 percent confidence interval is 1.96.Let us consider the third case for which the given confidence level is 99 percent. In this case too, we need to calculate the area under the curve and it can be given as shown in the figure below. \n \n \n \n \n It is calculated by using the formula Substituting the values, Adding and dividing by 2, Looking for this value in the normal distribution table given above, we can see that this value lies on the row containing 2.5 and column containing 0.08. Adding the two values, Hence, the z value at the 99 percent confidence interval is 2.58.Note: : It is important to take care while noting down the z value from the table, since it can be confusing and it is common to make errors while reading data from a table usually. It is important to know the concept of probability and statistics to solve this question.
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PubMed Central
pmc.ncbi.nlm.nih.gov › articles › PMC5723800
Using the confidence interval confidently - PMC
The point estimate refers to the statistic calculated from sample data. The critical value or z value depends on the confidence level and is derived from the mathematics of the standard normal curve. For confidence levels of 90%, 95% and 99% the z value is 1.65, 1.96 and 2.58, respectively.
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MathBlog
mathblog.com › statistics › definitions › z-score › ci › 95-to-z
95% Confidence Interval to Z-score
March 26, 2024 - Adopting a 95% confidence level ... level of confidence in the results obtained. The Z-score for a 95% interval is approximately 1.96....
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Yale Statistics
stat.yale.edu › Courses › 1997-98 › 101 › confint.htm
Confidence Intervals
A 95% confidence interval for the unknown mean is ((101.82 - (1.96*0.49)), (101.82 + (1.96*0.49))) = (101.82 - 0.96, 101.82 + 0.96) = (100.86, 102.78). As the level of confidence decreases, the size of the corresponding interval will decrease. Suppose the student was interested in a 90% confidence ...
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Statsig
statsig.com › blog › 95-percent-confidence-interval
Understanding the role of the 95% confidence interval
June 16, 2025 - But why 95%? It was set by the father of modern statistics himself, Sir Ronald Fisher [5]. In 1925, Fisher picked 95% because the two-sided z-score of 1.96 is almost exactly 2 standard deviation [6]. This threshold has since persisted for almost ...
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Wikipedia
en.wikipedia.org › wiki › Confidence_interval
Confidence interval - Wikipedia
October 29, 2025 - A 95% confidence level does not imply a 95% probability that the true parameter lies within a particular calculated interval. The confidence level instead reflects the long-run reliability of the method used to generate the interval.
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Excel Insider
excelinsider.com › home › excel for statistics › how to calculate z score for 95% confidence interval in excel
How to Calculate Z Score for 95% Confidence Interval in Excel - Excel Insider
August 20, 2025 - For example, If the average height of students in a class has a 95% confidence interval of 44.41, 52.57, this means we are 95% confident that the true average height of all students in the class is between 44.41 and 52.57.
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Reddit
reddit.com › r/askstatistics › confusion about confidence intervals using z scores, and t-tests.
r/AskStatistics on Reddit: Confusion about confidence intervals using Z scores, and t-tests.
January 29, 2022 -

Hi! I have recently been reading about CI, and hypothesis testing.

Suppose I'm trying to find an estimate for the popluation of a mean, so I take a single sample of size that is large enough for CLT to apply, then I calculate the mean of that sample.

Give CLT, I know that the sampling distribution of the means would be normal, so to calculate the 95% CI for this mean, I can use z-scores, i.e. the CI is mean +- 1.96 * SE.

SE here would be the standard deviation of sample means, but I'm not sure how to proceed further.

In practice, it would be impossible to know this value. (I've seen some sources which use the sample standard deviation to approximate but not sure if that makes sense).

Is this a limitation of Z, and consquently Z tests, and perhaps why for practical hypothesis testing, we use t tests, and not Z?

Top answer
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Right, Z-tests require you to know the population standard deviation, which is practically never the case. So we use the t-distribution and use s/sqrt(n) as an estimator for the SE.
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, so I take a single sample of size that is large enough for CLT to apply, How are you going to know that? Give CLT, I know that the sampling distribution of the means would be normal, so to calculate the 95% CI for this mean, I can use z-scores, i.e. the CI is mean +- 1.96 * SE. The problem is you don't know the population σ, which this calculation also relies on. (I've seen some sources which use the sample standard deviation to approximate but not sure if that makes sense). It makes sense if the sample was so large that you could also treat s as if it were σ (i.e. if n is so big there is very little sampling variation in s). You may need quite large samples for that. we use t tests, and not Z? We're looking at intervals here, rather than tests, but for a t-test to work (in the sense that you get the expected properties for your test) you need several things to be true, and similarly with a t-interval. The only way you get all of the things to be actually true is when the population distribution is normal. Otherwise you're relying on some kind of approximation; to use t in preference to Z in that case, you'd need some reason to think that the t-approximation will be better than the z-approximation (which you can at least justify in the limit as n → ∞ -- but you're relying on more than just the CLT to get there). So the big question we need to ask is "how do you know when t is better than Z when you're not sampling from normal distributions?" In some cases t will indeed be slightly better. In some cases perhaps not. In some cases neither t nor Z will be adequate. But until you check how it behaves in situations somewhat like the specific one you're faced with, how do you know which works to your satisfaction, or if both do, or if neither do? [There is a simple way to make use of a t-statistic in a test without relying on approximations you can't be sure of to get alpha=5% (or very close to 5% but under it). It won't help with power, though -- you may still have poor relative power for some parent distributions, but it's at least very level robust unless sample sizes are tiny. How? Permutation tests. You can have a nonparametric test of a mean, and still be using a t-statistic that way. If you have somewhat larger samples there's also bootstrap tests, which have the advantage that they extend more easily to complicated situations, but are approximate rather than "exact".]
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Calculator.net
calculator.net › home › math › confidence interval calculator
Confidence Interval Calculator
where Z is the Z-value for the chosen confidence level, X̄ is the sample mean, σ is the standard deviation, and n is the sample size. Assuming the following with a confidence level of 95%:
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Omni Calculator
omnicalculator.com › statistics › confidence-interval
Confidence Interval Calculator
December 13, 2016 - Then you can calculate the standard error and then the margin of error according to the following formulas: ... where Z(0.95) is the z-score corresponding to the confidence level of 95%. If you are using a different confidence level, you need ...
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Simply Psychology
simplypsychology.org › statistics › confidence intervals explained: examples, formula & interpretation
Confidence Intervals in Statistics: Examples & Interpretation
October 11, 2023 - You can calculate a CI for any confidence level you like, but the most commonly used value is 95%. A 95% confidence interval is a range of values (upper and lower) that you can be 95% certain contains the true mean of the population.
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ArcGIS Pro
pro.arcgis.com › en › pro-app › latest › tool-reference › spatial-statistics › what-is-a-z-score-what-is-a-p-value.htm
What is a z-score? What is a p-value?—ArcGIS Pro | Documentation
Consider an example. The critical z-score values when using a 95 percent confidence level are -1.96 and +1.96 standard deviations. The uncorrected p-value associated with a 95 percent confidence level is 0.05.
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AMSI
amsi.org.au › ESA_Senior_Years › SeniorTopic4 › 4h › 4h_2content_11.html
Content - Calculating confidence intervals
Consider the ratio of the values of \(z\) for the 80% and 95% confidence intervals, and estimate the lower and upper bounds of the 80% confidence interval.
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Penn State University
online.stat.psu.edu › stat200 › lesson › 4 › 4.2 › 4.2.1
4.2.1 - Interpreting Confidence Intervals | STAT 200
At the beginning of the Spring 2017 semester a sample of World Campus students were surveyed and asked for their height and weight. In the sample, Pearson's r = 0.487. A 95% confidence interval was computed of [0.410, 0.559].
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Crafton Hills College
craftonhills.edu › current-students › tutoring-center › mathematics-tutoring › distribution_tables_normal_studentt_chisquared.pdf pdf
Confidence Interval Critical Values, zα/2 Level of Confidence
Confidence Interval Critical Values, zα/2 · Level of Confidence · Critical Value, z α/2 · 0.90 or 90% 1.645 · 0.95 or 95% 1.96 · 0.98 or 98% 2.33 · 0.99 or 99% 2.575 · Hypothesis Testing Critical Values · Level of Significance, α · Left-Tailed · Right-Tailed ·
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GeeksforGeeks
geeksforgeeks.org › mathematics › how-to-calculate-z-score-of-confidence-interval
How to Calculate z score of Confidence Interval - GeeksforGeeks
August 3, 2024 - From the z-table, the z-score corresponding to a cumulative probability of 0.975 is approximately 1.96. Therefore, for a 95% confidence interval, the z-score is 1.96.