Confidence interval

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  1. An estimated range of values which is likely to include an unknown population parameter, the estimated range being calculated from a given set of sample data (WHO, WMO and UNEP 2003).
  2. An estimated two-sided interval from the lower to upper confidence limit of an estimate of a statistical parameter. The interval is expected to enclose the true value of the parameter with a specified confidence. For example, 95% confidence intervals are expected to enclose the true values of estimated parameters with a frequency of 95% (IPCS, 2008).

Explanation

If independent samples are taken repeatedly from the same population, and a confidence interval calculated for each sample, then a certain percentage (confidence level) of the intervals will include the unknown population parameter. Confidence intervals are usually calculated so that this percentage is 95% (WHO, WMO and UNEP 2003).

Example

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