We are 95% confident in the general procedure for creating the interval, but the mean may or may not been closed in this interval. It is not a correct statement. There is a 5% chance that the mean is between these values. It is a correct statement. Each interval contains the mean by definition. It is not a correct statement. Each interval contains the mean by definition. It is a correct statement. There is only a 5% chance that the mean is not between these values.
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