Upgrading from:

Statistics`ConfidenceIntervals`

All functionality is available in the newly created Hypothesis Testing Package.

Load HypothesisTesting` to use the Hypothesis Testing Package functionality:

Version 5.2 << Statistics`ConfidenceIntervals`; MeanCI[{1, 4, 2, 5, 10}]

The KnownVariance option replaces KnownStandardDeviation:

Version 5.2 MeanCI[{1, 4, 2, 5, 10}, KnownStandardDeviation -> 2]