I calculated (and verified) the confidence interval for the mean of a population, from this sample:
$n=100$, $x_1 = ...=x _6= 36$, $x_7 = ... = x_{17} = 37$, $x_{18}=...=x_{43}= 38$, $x_{44} = ... = x_{75} = 39$, $x_{76} = ... = x_{89} = 40$, $x_{90} = ... = x_{100} = 41$.
After finding that the sample mean is $\bar{x} = 38.7$ and the sample standard deviation is $s_x = 1.3153$. The $95$ percent confidence interval turned out to be $(38.44, 38.96)$, using the usual method when $\sigma ^2$ is unknown (through the standard normal variable $(\bar{X} - \mu)/(s_x / \sqrt{n-1})$. I carried out the calculations again but I got the same result.
I'm confused because it seems not to make sense. $57$ percent of the sample are at least $39$. How does that interval give us that level of confidence?
In general, what is a good rule of thumb to check that the bounds of your interval are reasonable?