Confidence Interval of Proportion Calculator (Wald & Wilson)

Confidence Interval of a Proportion Calculator

Enter successes x and sample size n, or a decimal sample proportion, then choose a confidence level to compute a confidence interval for the true population proportion. Get both the Wald normal-approximation interval and the more accurate Wilson score interval, plus the standard error, margin of error, z critical value, and interval width, with an optional finite population correction.

🔢Input Mode

🎯Real Study Presets

📝Sample and Confidence Inputs

Number of items in the sample with the trait of interest.

Decimal between 0 and 1, for example 0.54 for 54 percent.

Total number of observations in the sample.

Sets the two-sided z critical value used for the margin.

Drives the primary interval card; both intervals always show below.

Enter a finite N to apply the finite population correction.

Controls rounding on every result and bound.

Percent multiplies every proportion output by 100.

Confidence Interval 0 to 0 lower and upper bound
Point Estimate p-hat 0 with margin of error
Standard Error and z 0 SE, z critical value
Interval Width 0 relative margin of error

🧮Formula Snapshot

x / n
SE√(p̂q̂/n)
MoEz × SE
CIp̂ ± MoE

📈z Critical Value by Confidence Level

Confidence LevelAlphaAlpha / 2z Critical (two-sided)Typical Use
80%0.200.101.282Quick internal reads
90%0.100.051.645Exploratory analysis
95%0.050.0251.960Standard reporting
98%0.020.012.326Higher assurance
99%0.010.0052.576Clinical and finance
99.9%0.0010.00053.291Safety-critical claims

📏Approximate Margin of Error at 95% (p-hat = 0.5)

Sample Size nStd ErrorMargin of ErrorMoE in PercentInterval Width
500.07070.138613.9%0.277
1000.05000.09809.8%0.196
2000.03540.06936.9%0.139
4000.02500.04904.9%0.098
6000.02040.04004.0%0.080
10000.01580.03103.1%0.062
15000.01290.02532.5%0.051
24000.01020.02002.0%0.040

Wald vs Wilson Score Comparison

Data (x / n)p-hatWald 95% CIWilson 95% CInp & nq CheckBetter Choice
540 / 10000.5400.509 to 0.5710.509 to 0.571540, 460 OKEither
85 / 1000.8500.780 to 0.9200.767 to 0.91185, 15 OKWilson
12 / 5000.0240.011 to 0.0370.014 to 0.04212 smallWilson
2 / 400.050-0.017 to 0.1170.014 to 0.1612 tinyWilson
495 / 5000.9900.981 to 0.9990.977 to 0.9965 smallWilson
320 / 20000.1600.144 to 0.1760.144 to 0.177320, 1680 OKEither
7 / 2100.0330.009 to 0.0580.016 to 0.0677 smallWilson
0 / 300.0000.000 to 0.0000.000 to 0.1140 failsWilson

🗃Interval Width by Confidence and Sample Size (p-hat = 0.5)

ConfidencezMoE at n=100MoE at n=400MoE at n=1000MoE at n=2000
80%1.2820.06410.03210.02030.0143
90%1.6450.08220.04110.02600.0184
95%1.9600.09800.04900.03100.0219
98%2.3260.11630.05820.03680.0260
99%2.5760.12880.06440.04070.0288
99.9%3.2910.16450.08230.05210.0368

🧭When to Use Each Method

SituationRecommendedWhyWatch For
Large n, p near 0.5WaldSimple and accurate hereNone major
np or nq under 10WilsonStays inside 0 and 1Skewed sampling
p near 0 or 1WilsonNo impossible boundsZero successes
Very small samplesWilson + ccBetter coverageWider interval
Sample over 5% of NAdd FPCShrinks the marginNeed known N
Reporting to public95% levelWidely understoodState the method

Formula Breakdown

Point estimate p̂ = x / nThe sample proportion. With 540 successes in 1000 trials, p̂ = 540 / 1000 = 0.54.
Standard error SE = √(p̂(1−p̂)/n)Spread of the sampling distribution. Here SE = √(0.54 × 0.46 / 1000) = 0.01576.
z critical valueFrom the confidence level. A two-sided 95% interval uses z = 1.960, leaving 2.5% in each tail.
Margin of error MoE = z × SEMoE = 1.960 × 0.01576 = 0.03089, about 3.1 percentage points.
Wald interval p̂ ± MoE0.54 ± 0.0309 gives roughly 0.509 to 0.571, then clamped to the 0 to 1 range.
Wilson score interval(p̂ + z²/2n ± z√(p̂q̂/n + z²/4n²)) / (1 + z²/n), which never leaves 0 to 1.
Finite population correctionMultiply SE by √((N−n)/(N−1)) when the sample is a large share of a finite population N.

💡Practical Interval Tips

Prefer Wilson for small counts: The Wald interval assumes a normal shape that breaks down when np or n(1−p) is below about 10, and it can even report a lower bound below 0 or an upper bound above 1. With 2 successes in 40, Wald gives an impossible -0.017 to 0.117, while the Wilson score interval returns a sensible 0.014 to 0.161 that stays inside the valid range.
Margin of error scales with 1 over the square root of n: To halve your margin of error you must quadruple the sample size, not double it. At 95% with p̂ near 0.5, n = 100 gives about a 9.8 point margin, n = 400 cuts it to 4.9 points, and n = 1000 reaches roughly 3.1 points. Plan sample sizes around the precision you actually need.

One number stands out from survey results. You see fifty-four percent approve. Maybe you’re confident now that you know. But here’s where it’s dangerous: what you don’t realize is that your sample represent only a snapshot of reality; it’s not the entire picture.

This page’s calculator takes that one-point estimate and converts it to a range of plausible estimates, an honest statement of how uncertain your data might be. It’s the difference between knowing and guessing how much you might be wrong.

What is a Confidence Interval?

The first thing to understand about confidence intervals is what they’re built upon: the point estimate (also known as p-hat). It’s the number of “yes” responses divided by the total number of survey respondents. Zero point five four, if five-hundred-forty-thousand say yes and one-thousand respond. That is your best estimate of the population proportion. But it won’t be the exact right answer. Take another sample and you’ll probably get fifty-six percent or fifty-two percent. A confidence interval captures this wiggle room; letting you present a reasonable range, rather than claiming one single number perfectly represent reality.

That guess becomes an interval when we add two ingredients. One is what statisticians call the standard error, it’s the usual gap between your sample outcome and the real thing. It get smaller with bigger samples (because math). The other factor is the z critical value, the level of confidence you desire. At ninety-five percent, that amounts to a z score of about one point nine six. At ninety-nine percent, that goes up, and interval grows as well. If you demand higher confidence, you has to accept a wider range of outcomes.

If this sounds familiar, that’s because it’s the standard textbook approach. Known as Wald interval, it takes your point estimate and adds/subtracts a margin of error. Great! It is quick and easy, provided your sample size is large and the underlying proportion is comfortabley far away from zero/one. But here comes its glaring weakness: the normal approximation fall apart when you’re dealing with small counts. If you observe just two successes across forty trials, the Wald formula can produces a negative lower bound. This is impossible because proportions must be between zero and one.

That’s why we care about the Wilson score interval. By moving the bounds to stay in a logical range (even if they’re extreme or based off small samples), it address that issue. If there are fewer than 10 successes or failures, you’re likely to see this one recommended. On larger more balanced samples, you’ll notice that they look like twins. On smaller or skewed ones, Wald may becomes inaccurate, but Wilson will stay within valid range as promised.

The price of precision: sample size Sample size has to do with precision, and how much something cost. More precisely, the smaller the margin of error, the larger the sample size (though it doesn’t go down linearly). Specifically, the standard error follow an inverse square root relationship with the sample size, meaning you have to quadruple your sample size to cut your margin of error in half. Most people don’t get this right when designing studies; they double their number of subjects and assume they gets double the precision when they actualy only improve by around forty percent. If you want a tight interval, be prepared for far more data than you would of intuitively think.

You might also be taking samples from a small and finite set rather than an infinite one. That could mean looking at all members of batch of eight thousand things. Then the usual formulas are too wide, as they allow for too much variability given how many members of the population you’re already covering; there’s less left for chance to play with. When your sample is a large portion of total N, the calculator offers the option to apply a finite population correction, which shrinks the interval to match. A tiny tweak when you’re eyeballing pretty much everything in reach, but it still matters.

So ultimately, a confidence interval isn’t just a map of our knowledge; it’s also a map of our ignorance. It shows us where we can expect the truth to lie and how far outside we may reasonably be prepared to venture. If we’re checking for product defects or testing a website’s conversion rate, knowing those bounds allows you to reach a decision without being overconfident. Starting from a basic count, you wind up with a detailed understanding of what that number realy means in the world outside your sample frame.

Confidence Interval of Proportion Calculator (Wald & Wilson)