The confidence level refers to the procedure used to construct the confidence interval, rather than to the particular confidence interval we have constructed.

Question

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The confidence level is defined by the procedure used to construct the confidence interval. For example, if we use a 95% confidence level, it means that if we repeated the sampling and construction of the confidence interval many times, in 95% of the cases the true population parameter would fall within the constructed interval. Therefore, the confidence level is directly tied to the specific confidence interval we have constructed.

The Confidence Level Refers to the Procedure Used to Construct