Enter n1 Enter X1 Enter σ1 Enter n2 Enter X2 Enter σ2 Enter Confidence %
   

A large sample of 40 units has a mean 5.22 and a standard deviation σ of 2.31
Another large sample of 40 related units has a mean 4.44 and a standard deviation σ of 1.74
Construct a 90% confidence interval for the difference between the means μ1 - μ2

Confidence Interval Formula for μ1 - μ2 is as follows:
(x1 - x2) - zscoreα x √a < μ1 - μ2 < (x1 - x2) + zscoreα x √a where:
x1 = sample mean 1, x2 = sample mean 2, s = sample standard deviation, zscore = Normal distribution Z-score from a probability where α = (1 - Confidence Percentage)/2
and a is denoted below
Calculate α:
α = 1 - Confidence%
α = 1 - 0.9
α = 0.45726633377059

Find α spread range:
α = ½(α)
α = ½(0.45726633377059)
α = 0.05

Find z-score for α value for 0.05
zscore0.05 = 1.645 <--- Value can be found on Excel using =NORMSINV(0.95)

Calculate a:

a = √0.1334025 + 0.07569
a = √0.2090925
a = 0.45726633377059

Calculate high end confidence interval total:
High End = (x1 - x2) + zscoreα x √a
High End = (5.22 - 4.44) + 1.645 x 0.45726633377059
High End = 0.78 + 0.75220311905263
High End = 1.5322

Calculate low end confidence interval total:
Low End = (x1 - x2) - zscoreα x √a
Low End = (5.22 - 4.44) - 1.645 x 0.45726633377059
Low End = 0.78 - 0.75220311905263
Low End = 0.0278

Now we have everything, display our 90% confidence interval:
0.0278 < μ1 - μ2 < 1.5322
What this means is if we repeated experiments, the proportion of such intervals that contain μ1 - μ2 would be 90%