The interval covers the true parameter with a probability or the true parameter lies in the interval with a probability
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This animation shows the concept of the confidence interval which depends on the observations: if the samples change, the interval changes too. At last we can see that the coverage rate will be approximate to the confidence level.
library(animation)
saveHTML({
ani.options(nmax = 100, interval = 0.15)
par(mar = c(3, 3, 1, 0.5), mgp = c(1.5, 0.5, 0), tcl = -0.3)
conf.int()
}, img.name = "conf_int", htmlfile = "conf_int.html", ani.height = 500,
ani.width = 600, outdir = getwd(), title = "Demonstration of Confidence Intervals",
description = ("This animation shows the concept of the confidence\ninterval which depends on the observations: if the samples change,\nthe interval changes too. At last we can see that the coverage rate\nwill be approximate to the confidence level."))