You are estimating a population mean using confidence interv

You are estimating a population mean using confidence intervals. If you report a 95% CI, and a 99% CI, estimated from the same sample data. Which of the following will be correct? A. 99% CI will have a wider confidence interval than 95% CI. B. 99% CI will have a narrower confidence interval than 95% CI. C. 99% CI will have the same confidence interval as 95% CI. D. None of the above

Solution

Larger confidence levels are always yield wider intervals, since you need a wider confidence interval to be more confident that you really have the parameter inside your interval.

Hence, it is OPTION A. 99% CI will have a wider confidence interval than 95%. [ANSWER, A]