Simulation
This simulation shows that 95% confidence intervals for µ2 - µ1 have the same properties as other 95% CIs — approximately 95% of them include µ2 - µ1.
XA is normal(70, 6) and XB is normal(80, 8)
Click Accumulate then take 100 or more samples.
Approx 95% of the CIs include µB - µA = 10
Click on any CI to see the sample data that it was calculated from.