From the introduction: The procedure for developing a confidence interval is relatively straightforward to teach. The challenge for educators generally lies not from teaching the mechanics of constructing a confidence interval but in getting the student to grasp the correct interpretation of the confidence interval. In most situations, confidence intervals are constructed for population parameters which are unknown. Thus, the student has no way of verifying whether their confidence interval contains the true population parameter. This paper uses Monte Carlo methods to determine confidence intervals for the number $π$. This is a unique situation ‒ because we know the value of $π$, and the student can verify whether or not $π$ is in the confidence interval that was constructed.