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Confidence Intervals
“A point estimate looks exact; an interval shows how much it could move under the procedure.”
01 / SUMMARY
In short
In frequentist terms, a 95% interval procedure would cover the true parameter in about 95% of repetitions under its assumptions. The observed interval also conveys model-based precision.
03 / SCENE
In the wild
An estimated difference of 4 with an interval from 1 to 7 says more than reporting 4 alone.
04 / LIMIT
The limit
Once calculated, it is not generally correct to say the fixed parameter has a 95% probability of lying inside.
FINAL NOTE
What remains
Inspect width, assumptions, and compatible values, not only whether a threshold is crossed.