For a pair of samples with the same standard deviation, but where the second has a sample size twice as large, the 95% confidence interval for the second sample is half as wide as the first.

Question

Quizplus · Accepted Answer

The width of the confidence interval is inversely proportional to the square root of the sample size. Doubling the sample size reduces the width of the confidence interval, but not by half; it is reduced by a factor of the square root of 2.

For a Pair of Samples with the Same Standard Deviation