Confidence interval

Range to estimate an unknown parameter

Informally, in frequentist statistics, a confidence interval (CI) is an interval which is expected to typically contain the parameter being estimated. More specifically, given a confidence level , a CI is a random interval which contains the parameter being estimated % of the time. The confidence level, degree of confidence or confidence coefficient represents the long-run proportion of CIs that theoretically contain the true value of the parameter; this is tantamount to the nominal coverage probability. For example, out of all intervals computed at the 95% level, 95% of them should contain the parameter's true value.

This keyword could refer to multiple things. Here are some suggestions: