I have been analyzing some data at work, and I have measured the occurrence rates of some event. How do I give a one sigma confidence interval to go along with it, assuming it is a Poisson event? For example, I found that something occurs 20 out of 10 000 times, something else occurs 43 out of 10 000 times, etc. How do I calculate one sigma error bars for these values? I know that for large number of events the uncertainty goes to root N, but what about for smaller numbers like, say, a rate of 5 in a 1000.