Lets say I have a 90% confidence interval. It's Z score is 1.645 (so 90% of values are between -1.645 and 1.645 standard deviations from the mean) and and it's got error margin of 5% in each tail of the snd curve. How come it's probability is between .9495 and .9505? Shouldn't probability be 90% or so?
Can someone explain to me why this isn't the case?