Suppose that we have a sample of size 40. We compute a 95% confidence intervals

Question

Suppose that we have a sample of size 40. We compute a 95% confidence intervals for the mean of the population, using the quantiles from a Standard Normal distribution. We compute a 95% confidence intervals for the mean of the population, using the quantiles from a Student's t distribution, with 39 degrees of freedom. I cannot tell anything about the similarity/difference of the two CI. The CI with the t distribution is wider. The CI with the Normal distribution is wider. The two CI are exactly the same.

Explanation / Answer

Option B is Correct. The t distribution will have wider interval because of greater margin of error

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