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What is the clearest way to state that a 95% CI has a lower bound of A and an upper bound of B.

Most commonly, I see:

$95\%\textrm{CI}=[A,B]$

But this seems to imply that the CI is a vector of length two. If I were speaking very precisely, I would say that the 95%CI ranges from A to B.

Perhaps there is a more precise notation, for example:

$95\%\textrm{CI}\in[A,B]$

?

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    @Abe : ....and no, that's wrong. $\Pr(X\in[A,B]\mid \text{model})$ would be right. Using "$X$" for an unobservable parameter is confusing notation, given the usual conventions.2012-05-22

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The closed interval $\{x : A \le x \le B\}$ from $A$ to $B$ is an interval and is denoted $[A,B]$. Therefore it makes sense to say that the interval is equal to $[A,B]$.

The open interval $\{x : A < x < B\}$ from $A$ to $B$ is an interval and is denoted $(A,B)$. That looks even more like the standard notation for an ordered pair of numbers, but it's a quite different thing denoted by the same notation. Usually the context will make it clear which meaning is intended.

It does not make sense at all to say the confidence interval is in $[A,B]$, i.e. $\mathrm{CI} \in [A,B]$. That the interval is in the interval---i.e. is a member of itself---is false.