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See: http://en.wikipedia.org/wiki/Confidence_interval Includes a worked out example for the confidence interval of the mean of a distribution. In general, confidence intervals are calculated from the sampling distribution of a statistic. If "n" independent random variables are summed (as in the calculation of a mean), then their sampling distribution will be the t distribution with n-1 degrees of freedom.

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Q: How do you find the confidence intervals?
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