Confidence limits and their errors

Confidence limits are common place in physics analysis. Great care must be taken in their calculation and use especially in cases of limited statistics. We introduce the concept of statistical errors of confidence limits and argue that not only should limits be calculated but also their errors in order to represent the results of the analysis to the fullest. We show that comparison of two different limits from two different experiments becomes easier when their errors are also quoted. Use of errors of confidence limits will lead to abatement of the debate on which method is best suited to calculate confidence limits