Confidence Intervals

Jerzy Neyman (1894-1981) developed a method for hypothesis tests with Egon Pearson (1885-1980) and William Gosset (1876-1937). Their method used a sample statistic to determine whether a specified value was plausible for a parameter. The appendix of Neyman's work On the Two Different Aspects of the Representative Method, presented in 1934, discussed sample survey analysis. In it, he explained a way to determine the precision of a statistic as an estimate of a parameter, using a collection of plausible values. Many of his contemporaries understood his straightforward method, which uses probability distributions. However, the meaning of probability in the context of the interval was ambiguous since a parameter is fixed, meaning the probability that a parameter is in an interval is either $100$ percent or $0$ percent. Neyman tried to avoid confusion by avoiding the word probability in its name altogether, calling the construct a confidence interval.