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A confidence interval is a range of values, derived from sample statistics, that is likely to contain the true population parameter. It is expressed as an interval estimate, typically in the form of (lower limit, upper limit), and indicates the degree of uncertainty associated with a sample estimate. The width of the interval reflects the level of confidence, with wider intervals indicating more uncertainty.

The margin of error (E) quantifies the amount of random sampling error in a survey's results. It represents the maximum expected difference between the true population parameter and a sample estimate. In the context of confidence intervals, it is calculated as half the width of the interval, allowing for the expression of the interval in the form of p ± E, where p is the sample proportion.

A proportion is a statistical measure that represents the fraction of a whole, often expressed as a decimal or percentage. In the context of the question, it refers to the proportion of a specific color of M&M's (e.g., green) in a sample. Understanding proportions is essential for calculating confidence intervals, as they serve as the basis for estimating population parameters.