Confidence Interval

The term confidence interval refers to an interval estimate that provides information about the uncertainty or the precision of estimation for some population parameter of interest. In statistical [Page 359]inference, confidence intervals are one method of interval estimation, and they are widely used in frequentist statistics. There are several ways to calculate confidence intervals. This entry first emphasizes the importance of confidence intervals by distinguishing interval estimation from point estimation. It then introduces a brief history of confidence intervals. The essentials of constructing confidence intervals are discussed, followed by a brief introduction to other types of intervals in the literature. Confidence intervals have been emphasized in the social and behavioral sciences, but they are often misinterpreted in statistical practice. Thus, the entry concludes with a ...