Definition
A confidence interval is a range of values that, with a stated confidence (most often 95 %), covers the true value of a population parameter — a mean, a proportion, a difference between groups. The wider the interval, the less certain the estimate; its width shrinks with sample size and grows with data variability.
Foundations & hypothesis testing
A 95 % confidence interval reads like this: if you repeated the study many times, 95 % of the intervals computed this way would contain the true value. The interval therefore speaks about the precision of the estimate — information a p-value alone does not give.
A confidence interval for a difference that excludes zero corresponds to a statistically significant difference at the same level. On top of that it shows how large a difference is plausible — "an improvement of 2 to 9 points" is more useful for decisions than "p = 0.003".
In Statistica
Confidence intervals for the mean are part of Descriptive statistics; the t-test and ANOVA return them for differences of means, and Multiple Regression for coefficients. In graphs you display them as error bars (Graphs → Means with error plots).
Related terms
- p-valueThe p-value is the probability of obtaining a result at least as extreme as the one observed if the null hypothesis…
- Standard deviation and varianceVariance is the average squared deviation of values from the mean; the standard deviation (SD) is its square root and has the same units as the data.
- Population and sampleA population is the entire group of units you want to make a claim about — all patients, every product from a line.
- Effect sizeEffect size expresses how large a difference is or how strong an association is — independently of sample size.
Knowledgebase guides
FAQ
- What is the difference between 90 %, 95 % and 99 % intervals?
- Higher confidence = wider interval. 95 % is the convention; choose 99 % where a wrong conclusion is costly.
- How do I narrow an interval?
- With a larger sample or less measurement variability (better methodology, homogeneous groups). Lowering the confidence level only narrows it cosmetically.
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Foundations & hypothesis testing
Updated: September 2026.