The interval within which the true value can be expected to lie with a given level of confidence or probability. eg ‘the temperature is 20 °C ± 2 °C at a level of confidence of 95%’

 The level of confidence part of this definition is just a statistical measure related to how precise (spread out) the results are. To have a higher level of confidence we would need to increase the uncertainty we have used (margin of error) to be more sure that the true value lies within the range of values.