Invisible wrote:
>>>> As a closed-form expression.
> 
> Right. So what you're actually saying is that you can't compute the 
> confidence interval exactly using a finite number of applications of a 
> particular arbitrarily chosen set of functions - the elementary functions.

That is indeed the definition.

This obviously doesn't matter for scott's case since he just wants a 
numeric answer and Excel seems to have erf built in, I just wanted to 
point out that far from being "relatively easy" to work out, the 
cumulative distribution function of a Gaussian is generally the first 
function people encounter which is impossible to actually compute in 
closed form (normally this will come up in first or second year calculus 
at some point).  I'll agree that at first glance it certainly *looks* 
like it would be simple to compute though, which is part of why it's 
interesting.

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