VIII · Statistics & inference

Confidence intervals

What it is

A range that would contain the true parameter in 95% of repeated samples. The dual of hypothesis testing — and usually more informative.

Where it lives

Latency reports ("p99 is 45ms ± 3ms"), benchmark variance, A/B-test effect estimation.

The key insight

A 95% CI is not "95% probability the true value is here". It is "95% of intervals computed this way contain the true value". Frequentist subtlety.