A 95% confidence level gives the overall success rate of the method used to calculate the confidence interval. That is, in of all possible samples when the conditions for inference are met, the interval computed from the sample data the true value.

A 95% confidence level means that if we repeatedly take samples and calculate an interval the same way, about 95% of those intervals will contain the true value. So the interval computed from the sample data will capture the true value in the long run. The correct choice is “will capture.”

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