The ultimate confidence intervals calculator
by G. D'Agostini


This Javascript code calculates frequentist confidence intervals that cover the true value with a given probability, i.e. the statement "the given interval encloses the true value" is true in a given fractio of the cases and false in the remaining cases. In other words, if a larger of users interrogate the calculator, it is garanteed that:

Use the calculator

To use the calculator, go though the following steps:
  1. Think at the physical quantity of your interest, expressed in a suitable unit, e.g. a SI unit, or what is customary in your discipline.
    (No! You don't need to make an experiment! Why do you want to spend time and money if what you neeed is just frequentist coverage?)
  2. Select the desired coverage probability:

What is this madness? Ask your frequentistic statistics expert...
For me this is just an implementation of what I talked at CERN in the Academic Training lecture of 22 February 2005 [see lecture 2, p.24 (slide 95)], see detailed information here.
If you are not happy with it, this is perhaps because what you need is, instead, a probability interval, i.e. an interval such that there is a certain chance that the true value is inside it.