Confidence Interval (Proportion or Mean)
Wald z-interval for a sample proportion or a sample mean. Flags small-n cases where Wilson / Clopper-Pearson or a t-interval is more appropriate.
Formula and source
Proportion: phat +/- z * sqrt(phat*(1-phat)/n). Mean: xbar +/- z * (sd / sqrt(n)). z critical values (two-tailed) from the standard normal: 80% = 1.2816, 90% = 1.6449, 95% = 1.9600, 98% = 2.3263, 99% = 2.5758.
Standard inferential statistics. Wald CI per Wald, Abraham, 'Tests of statistical hypotheses concerning several parameters when the number of observations is large,' Trans. Amer. Math. Soc. 54 (1943).
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