Social Research Glossary

 

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Citation reference: Harvey, L., 2012-17, Social Research Glossary, Quality Research International, http://www.qualityresearchinternational.com/socialresearch/

This is a dynamic glossary and the author would welcome any e-mail suggestions for additions or amendments. Page updated 2 January, 2017 , © Lee Harvey 2012–2017.

 

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Confidence interval


core definition

A confidence interval (or confidence limits) refers to a range of values within which a particular population parameter (e.g. mean, standard deviation, etc.) has a specified probability of lying, as estimated from sample data.


explanatory context

Confidence intervals are determined from statistical sampling theory; see significance testing.

 

For example, using the characteristics of the normal distribution we can say with 95% level of confidence that any population value lies within the range of approx. 2 standard erorrs in either direction from our sample estimate.


analytical review

Easton and McColl (undated) in Statistics Glossary state:

Confidence Interval: A confidence interval gives 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. 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%, but we can produce 90%, 99%, 99.9% (or whatever) confidence intervals for the unknown parameter.

The width of the confidence interval gives us some idea about how uncertain we are about the unknown parameter (see precision). A very wide interval may indicate that more data should be collected before anything very definite can be said about the parameter.

Confidence intervals are more informative than the simple results of hypothesis tests (where we decide "reject H0" or "don't reject H0") since they provide a range of plausible values for the unknown parameter.

Confidence Limits: Confidence limits are the lower and upper boundaries / values of a confidence interval, that is, the values which define the range of a confidence interval.

The upper and lower bounds of a 95% confidence interval are the 95% confidence limits. These limits may be taken for other confidence levels, for example, 90%, 99%, 99.9%.


associated issues

 


related areas

See also

significance test


Sources

Easton, V.J. and McColl, J.H. (undated) 'Confidence intervals' in Statistics Glossary available at http://www.stats.gla.ac.uk/steps/glossary/confidence_intervals.html, accessed 2 February 2013, still available 14 December 2016.


copyright Lee Harvey 2012–2017


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