Jerzy Neyman was a Polish mathematician and statistician who spent the first part of his professional career at various institutions in Warsaw, Poland and then at University College London, and the second part at the University of California, Berkeley. Neyman first introduced the modern concept of a confidence interval into statistical hypothesis testing and co-revised Ronald Fisher's null hypothesis testing.

Informally, in frequentist statistics, a confidence interval (CI) is an interval which is expected to typically contain the parameter being estimated. More specifically, given a confidence level , a CI is a random interval which contains the parameter being estimated % of the time. The confidence level, degree of confidence or confidence coefficient represents the long-run proportion of CIs that theoretically contain the true value of the parameter; this is tantamount to the nominal coverage probability. For example, out of all intervals computed at the 95% level, 95% of them should contain the parameter's true value.