Using the equation you learned in Probability and Stats, compute a 95% confidence interval about the sample mean in each of your 100,000 samples. For each of the 100,000 confidence intervals keep track of how often the true mean is captured by the confidence interval: it should be about 95% of the time. Confirm that this is the case.
This is the code. How Can I do what is ask above?
mu, sigma = 0, 1
s = np.random.normal(mu, sigma, size=[100000,25])
m = np.mean(s, axis=1)
std_dev = np.std (s, axis=1)