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A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.

5 votes

If the difference in means doesn't fall in the 95% CI but 0 does, what to do?

If you are comparing two means, and you make the assumption that their difference is 0 ( Null Hypothesis ), if 0 ends up being in your confidence interval, you should fail to reject the Null Hypothesi …
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