Glossary

Confidence interval

A confidence interval gives a range around an estimate using a margin of error.

Plain-language meaning

A confidence interval gives a range around an estimate. It combines the estimate, sample size, variation and chosen confidence level into a lower and upper bound.

Example

If a sample mean is 100 and the margin of error is 5, a simple interval is 95 to 105. For proportions, methods such as Wilson intervals are often preferred over the simplest normal approximation when sample sizes are modest.

How to interpret it

A 95% confidence interval does not mean there is a 95% probability that this exact interval contains the true value. It means that, over repeated samples using the same method, about 95% of the intervals would contain the true value.

Limitations

A confidence interval does not fix biased sampling, poor measurement, missing data or a weak study design. It also depends on the method chosen for a mean, proportion or other statistic.

FAQ

What makes a confidence interval narrower?

Larger sample size, lower variability and a lower confidence level usually make the interval narrower.

Is a confidence interval the same as a prediction interval?

No. A confidence interval estimates uncertainty around a parameter. A prediction interval estimates where a future observation may fall.