We can get the estimate for parameters based on a survey of $n$ results, either by the method of maximum likelihood or moments. For example, we have $\lambda = X$ as the estimator for a Poisson parameter, $\lambda$.
Now we need to consider another question: how close is this estimated $\lambda_e$ to the real value? The usual way to quantity the amount of uncertainty in an estimator is to construct a confidence interval. In principle, it’s a scope of value that has a high probability of “containing” the unknown real parameter as an interior point.
