What's a 95% Confidence Interval?

Confidence intervals are used in the reporting of scientific results in many fields. A particularly common choice is the 95% confidence interval. Here, we discuss how such an interval is constructed and what it means. In particular, it does not mean that the probability that the true value of the measured quantity is inside the interval is 95%!
The confidence interval is a concept in frequentist statistics. We contrast this with Bayesian ideas toward the end of the video.

[@ThinkLikeaPhysicist]

Hi all! I suspect this may be one of the most confusing videos I've ever made! (There are some subtleties in this topic that hard hard to describe well.) Please don't hesitate to ask questions!

[@johneagle4384]

Thank you for another great video. I like the fact that you talk about topics that are usualy brushed aside or not explained correctly. Most people I know do not undertand correctly the meaning of confidence intervals. With confidence intervals, as in most other things in life, the devils is in the details.