95% confidence interval is 1.96
A confidence interval is defined as the range of values that we observe in our sample and for which we expect to find the value that accurately reflects the population.
For 95% confidence interval, we will keep 95% area in the center and will divide the remaining area equally on both sides.
From Standard Normal table, P(-1.96 < Z < 1.96) = 0.95, i.e., there is a 95% probability that a standard normal variable, Z, will fall between -1.96 and 1.96.
Hence 95% percent confidence interval is 1.96
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