Construct a mean confidence interval with known variance
Use the normal sample-mean model and the two-sided critical value to form a population-mean interval.
Section 6.4 · Sampling and estimation
Exam scope and assessment notes
Probability & Statistics 2 (Paper 6, A Level) · Mathematics 9709, 2026–2027, section 6.4. Paper 6 builds on Paper 5 and assumes Paper 3 calculus. Distinguish population parameters, sample statistics and repeated-sample random variables. Random selection needs a relevant frame and does not automatically remove undercoverage or non-response. Particular named sampling methods are not required. Sample-mean formulae here assume independent observations from one population with finite variance: E(X̄) = μ, Var(X̄) = σ²/n and SE = σ/√n. A mean of independent normal observations is normal; the CLT gives an approximate normal mean for an adequate large independent sample, not normal individual data. No universal sample-size cutoff guarantees that approximation. Unbiased sample variance uses n − 1, with n > 1. Mean intervals use the normal model with known variance or a large-sample approximation; a small sample with unknown variance does not justify the z method taught here. Proportion intervals use the large-sample normal approximation with adequate success and failure counts; extreme or sparse counts may invalidate it. Quoted two-sided critical values are 1.645 for 90%, 1.960 for 95% and 2.576 for 99%; retain other working unrounded. Confidence describes repeated-sampling coverage, not posterior probability for a fixed realised interval, individual observations or a guarantee. A narrower interval does not repair a biased sample. Hypothesis testing belongs to section 6.5. Written practice is self-checked; cumulative assessment and human subject-teacher review remain pending.
Before you begin
- Use normal sample-mean SE.
- Read a two-sided critical value.
Work on paper. Try each question before revealing help, and explain why your method works.
Quick readiness check
What is the margin of error for SE two and z = 1.960?
What you will learn
- Calculate a known-variance normal mean interval.
- Distinguish confidence level from tail area.
Centre plus and minus a margin
For independent sampling from a normal population with known SD twelve, n = 36 and observed x̄ = 50, SE is two. A 95% interval uses z = 1.960 and margin 3.92, giving [46.08,53.92] for μ.
The formula is x̄ ± zσ/√n. With a normal population and known variance it comes from the normal mean model rather than a large-sample CLT approximation. Quoted critical values introduce ordinary table rounding.
Two tails share the excluded probability
A central 95% interval leaves 2.5% in each normal tail. Its positive critical value therefore corresponds to cumulative area 0.975. Do not use a one-sided 95% value for a two-sided 95% interval.
For the same sample, a 90% interval uses 1.645 and is [46.71,53.29]. A 99% interval uses 2.576 and is [44.848,55.152]. Greater coverage produces a wider interval with fixed n and SD.
Pause and explain
Which upper cumulative area defines the two-sided 95% normal critical value?
Worked example
Construct the 95% interval for x̄ = 50, n = 36, σ = 12.
Show the worked solution
- SE = 12/√36 = 2.
- Margin = 1.960 × 2 = 3.92.
- Add and subtract the margin from fifty.
Answer [46.08,53.92].
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Test this topic →From guided practice to a new situation
Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.
Find the 95% interval for x̄ = 50, n = 36, known σ = 12.
Give me a hint
Use z = 1.960 and SE = σ/√n.
Compare my reasoning
- SE = 2.
- Margin = 3.92.
- Endpoints are 50 − 3.92 and 50 + 3.92.
[46.08,53.92].
Look for these in your work
- Use population SD only through SE.
- State the population-mean target.
Find the 90% interval for the same data, using z = 1.645.
Give me a hint
Keep the SE fixed and change the confidence multiplier.
Compare my reasoning
- SE remains two.
- Margin = 3.29.
- Endpoints are 46.71 and 53.29.
[46.71,53.29].
Look for these in your work
- Use the new confidence value.
- Check smaller coverage gives smaller width.
Find the 99% interval using z = 2.576 and compare its width with the 95% interval.
Give me a hint
Multiply the same SE by the larger critical value.
Compare my reasoning
- Margin = 5.152.
- Endpoints are 44.848 and 55.152.
- Width 10.304 exceeds the 95% width 7.84.
[44.848,55.152]; wider than the 95% interval.
Look for these in your work
- Retain unrounded working.
- Explain the confidence-width tradeoff.
Common mistakes
- Use SE, not individual SD.
- Use the two-sided critical value.
- The target is μ, not an individual observation.
What can you explain now?
Does a 95% central interval use cumulative area 0.95 at its upper critical value?
Compare with the explanation
No; it uses 0.975.
The excluded five percent is split between two tails.
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Make it stick
A two-sided normal mean interval is the observed mean plus and minus z times its SE.
If you needed the solution, close it and solve the problem again from a blank page. A correct answer is stronger when you can explain the reason for each step.