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If you reduce the confidence level and keep the sample the same size, the confidence interval (margin of error) will reduce even more. Confidence levels reduce and margins of error increase the closer you are to a 50-50 vote on a two way question or 33-33-33 on a three way question. So on a really marginal poll the sample size needs to be a little bigger. It's a blend of art and science but quite fascinating.
And if .0058 pct of the EU population bought one of my pickled eggs every day then 1. I could retire and 2. air quality in Dover would suffer somewhat.
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