Friday, September 5, 2025

Should Confidence Intervals Increase or Decrease Confidence?

As described in this helpful essay (here), a confidence interval is one of those "statistical inventions that hides its trick in plain sight" as it implies "a promise of certainty, when in fact they are a carefully hedged warranty." Thus, paradoxically, confidence intervals' highest use may well be, as Nasir Bashir notes, to underscore a key--yet under-appreciated--point that "statistics is a tool for dealing with uncertainty, not for producing certainty. Confidence intervals are a reminder of that."