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Confidence Interval Basics

Understand confidence intervals

This guide explains confidence intervals: what they mean, how to interpret them, common misuses, and how sample size and variability affect interval width.

Meaning

A 95% confidence interval is a range that would contain the true value in 95% of repeated samples.

Interpret correctly

Do not treat it as a probability the parameter lies inside; it reflects procedure reliability.

Width factors

Larger samples and lower variability shrink intervals; higher confidence widens them.

Avoid misuse

Don't compare overlapping intervals as definitive equality; use formal tests when needed.

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