Paritian

Statistics

Wilson Score Interval Calculator (Confidence Interval for a Proportion)

A confidence interval for a percentage from successes out of trials, by the Wilson method, with the simple textbook interval alongside to show where that one goes wrong.

Results

Wilson interval, lower end 10.50 %
Wilson interval, upper end 34.76 %
Observed proportion 20.00 %
Simple (Wald) interval, lower end 7.60 %
Simple (Wald) interval, upper end 32.40 %

What this tool does

The simple interval p̂ ± z√(p̂(1−p̂)/n) is taught first but behaves badly when n is small or the proportion is near 0 % or 100 %: with 0 successes it collapses to a single point, and it can spill below 0 or above 100. The Wilson interval, found by solving the test equation for p instead of plugging in p̂, stays inside 0–100 % and keeps close to its stated coverage even for small samples. It is the one to use for conversion rates, pass rates and survey percentages.

Formula

p̂ = k ÷ n · Wilson: (p̂ + z²/2n ± z √(p̂(1−p̂)/n + z²/4n²)) ÷ (1 + z²/n) · Wald: p̂ ± z √(p̂(1−p̂)/n)

Variables

SymbolMeaningUnit
kNumber of successes (or events)—
nNumber of trials (sample size)—
clConfidence level—
LOWilson interval, lower end%
HIWilson interval, upper end%
PHObserved proportion%
WLSimple (Wald) interval, lower end%
WHSimple (Wald) interval, upper end%

Worked example

  • Number of successes (or events)8
  • Number of trials (sample size)40
  • Confidence level95
  • Wilson interval, lower end10.50 %
  • Wilson interval, upper end34.76 %
  • Observed proportion20.00 %
  • Simple (Wald) interval, lower end7.60 %
  • Simple (Wald) interval, upper end32.40 %

Limitations

  • The formula assumes ideal conditions: no friction losses, no air resistance and no efficiency losses unless you enter them.
  • Standard deviation and variance are calculated for a sample (dividing by n − 1). For a full population, divide by n instead.