But when we construct it this way, it becomes pretty clear how do we actually construct the confidence interval. We just have to figure out what this distance right over here is. And to figure out what that distance is, we're going to have to figure out what the standard deviation of this distribution is. Well, the standard deviation of the differences of the sample means is going to be equal to, and we saw this in the last video. In fact, I think I have it right at the bottom here. It's going to be equal to the square root of the variances of each of those distributions. Or the variance of this distribution is going to be equal to the sum.