If the population is normally distributed, we use the χ2 distribution to construct a 100(1−α)% confidence interval for the population variance σ2, which is given by
lower bound=(n−1)s2χ2α/2,upper bound=(n−1)s2χ21−α/2
where s2 represents the sample variance and χ21−α/2 and χ2α/2 are the critical values for a χ2 distribution with n−1 degrees of freedom. The confidence interval for s is found by taking the square root of these lower and upper bounds.