Confidence level

The confidence level, often 90%, 95%, or 99%, describes the method rather than one specific interval. It says that if you repeated the sampling and interval-building many times, that percentage of the intervals would contain the true parameter. For example, at a 95% confidence level about 95 of every 100 such intervals would trap the real value and about 5 would miss it. A higher confidence level uses a larger critical value, which makes each interval wider.