Figure 5.16: Figure 5.14 Area Within Which 95% of the Sample Means Fall in a Sampling Distribution of the Mean 95% of sample means in a sampling distribution of the mean fall in the area from −1.96 σM below the midpoint to −1.96 σM above the midpoint. 95% confidence intervals that are built around means in the shaded area will successfully capture the population mean, μ.