A researcher wishes to construct a 95% confidence interval for a population mean. She selects a simple random sample of size n=20 from the population. The population is normally distributed and sigma is unknown. When constructing the confidence interval, the researcher should use the t distribution; however, she incorrectly uses the normal distribution. Will the true confidence level of the resulting confidence interval be greater than 95%, smaller than 95%, or exactly 95%?
Confidence interval for a population mean