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This lesson is a part of the course Common Probability Distributions
A confidence interval is an interval in which we expect the actual outcome to fall with a given probability (confidence). Consider the following statement:
In a normal distribution, 68% of the values fall within 1 standard deviation of the mean.
So, if X is a normal random variable, the 68% confidence interval for X is -1s <= X <= 1s. This is demonstrated in the following diagram.
