MEPX
Chapter 3 of 10All chapters
  1. 1Samples and populations
  2. 2The central limit theorem
  3. 3Confidence intervals
  4. 4Hypothesis testing
  5. 5Multiple comparisons
  6. 6A/B testing
  7. 7Causal inference
  8. 8Regression
  9. 9A Bayesian view
  10. 10Reporting results

Chapter 3 of 10

Confidence intervals

Communicating uncertainty.

Reading one correctly

A 95 percent interval means intervals constructed this way capture the true value 95 percent of the time. It is a property of the method across samples.

  • Report the interval alongside the estimate, always.
  • Wide intervals on small subgroups are the usual reason breakdowns mislead.

Comparing groups

Overlapping intervals do not automatically mean no difference. Test the difference directly rather than eyeballing two intervals.