An estimated range of values together with the probability that this range contains the unknown parameter value.

The expected proportion of intervals that contain the parameter value across many samples.

Sample of 30 people → avg. 7.5 h. Confidence interval: 7.2 – 7.8 h (margin of error ± 0.3).

95% confidence level means: if you repeated the measurement 100 times with new samples, the true average would fall within this range in 95 of the cases.

Many samples · 95% capture μ