When we have the standard deviation of a sample, we use the t-distribution.
The width of an interval is related to the margin of error, which is given by the following equation:
M = T*s
In which T is related to the confidence level(and the sample size) and s is the standard deviation of the sample. Higher confidence levels have higher values of T.
A higher margin of error means that the interval is wider. To have a higher margin of error, we desire a higher value of T, which is achieved with a higher confidence level.
