Confidence Intervals

Re: Confidence Intervals

by Michael Kohn -
Number of replies: 0

Chapter 11, Page 12:

Of course, if you don't want to spend a couple of paragraphs explaining their exact meaning, a nonquantitative definition works almost as well: the confidence interval indicates a range of values consistent with what was observed in the study. The higher the “level of confidence” (e.g., 99% vs. 95%), the wider the interval will be, corresponding to a looser definition of “consistent.” 

Stick with this definition of the confidence interval.  It is the one I use with most people.

It is very difficult to give a correct quantitative definition of a confidence interval.  You end up with my preferred definition, which admittedly requires a lot of time and effort to understand.  It certainly took me a long time and much effort.  

I know it's frustrating, but we think it's important to emphasize that a 95% confidence interval is NOT what we all want it to be: the range of values with a 95% probability of containing the true value.


Bottom line: stick with the non-quantitative definition: the range of values for the parameter of interest that is consistent with the results of the study.