Say that there is a random variable X ~ U(a,b) where U is the discrete uniform distribution on integers on the interval [a,b]. Sample n such variables with the same (unknown) parameters a and b. Using those samples it's possible to estimate the mean either by taking the sample mean (sum the value of each sample and divide by n), but how would I be able to calculate a confidence interval for the estimate of the mean? (Note: It's also possible to calculate the mean using the sample mid-range, but since the data gathering is done manually, any error which puts a value outside the interval [a,b] would with the sample mid-range forever bias the estimate of the mean, regardless of how many samples are taken.) For the data I use this for now the sample sizes are small, typically n≤10. Example data: 220 238 241 200 204 271 289 273 243 Any solutions or guidance to how to approach this (and resources for relevant material) are highly appreciated.