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Hi John,

The first interpretation would be better, as you are talking about being
"confident". In your second interpretation, you are saying that if you
conduct the experiment 100 times, "95%" of the time the true parameter will
lie within the range - in general, that is not true! However, if you
conduct the experiment "many times" then you would expect that
approximately "95%" of the time your parameter will lie within the range.

Hope that helps.

Dr. Ali Sheikhi
Department of Mathematics and Statistics,
University of Limerick,
Limerick, IRELAND

On Fri, Oct 30, 2015 at 12:29 PM, John Sorkin <[log in to unmask]>
wrote:

> I would appreciate thoughts about the following two descriptions of a 95%
> CI:
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> For a given parameter X, a 95% CI round X is:
> 1) A range of values which we can say with 95% confidence contains the
> true value of the parameter.
> 2) A range of values constructed such that if an experiment is conducted
> 100 times, 95% of the time X will lie with the range.
>
> I would welcome comments of the above descriptions, and any better
> descriptions that you might have.
>
> Thank you,
> John
>
> John David Sorkin M.D., Ph.D.
> Professor of Medicine
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology and
> Geriatric Medicine
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