Where does the 1.96 come from?

The magic of normal distribution

In a normal distribution, the mean plus and minus 1.96 times the standard deviation of the distribution contains 95% of the data.  

When the number of observations is small, the use of this number makes sense only if the assumption of Normal distribution of the data can be verified.  Otherwise, we suggest you use the t-student value corresponding to the sample size. 

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