I have a small sample (n = 8), and I have calculated the mean and standard error of the mean. I don't know the underlying distribution of these observations, and I cannot assume it to be normal.
I want to derive the 95% confidence interval of the mean, and I have seen that people use Student's t distribution together with stand error to work out the confidence interval. But it seems that the method requires that the observations themselves come from a normal distribution.
How should I work out 95% confidence interval in my case?