The National Center for Health Statistics' National Vital Statistics Reports estimate that in 2007, there were more than 4,300,000 births in the United States -- the highest recorded number of American births in one year. But the number of pregnancies, that's much higher. Roughly, one third of all pregnancies end in miscarriage in the early weeks, often before a woman knows she's pregnant, and the American Academy of Pediatrics estimates that there's about a 25 percent chance of miscarriage after the pregnancy has been confirmed.
Early pregnancy failure is one reason a woman may think she's pregnant only to find out that the gestational sac she saw on the ultrasound monitor failed to develop -- there is no embryo. This is also known as a blighted ovum. In these cases, the placenta begins to develop, pregnancy hormones are secreted and a pregnancy test will turn positive. By the end of the first trimester, however, the body will expel a blighted ovum.
Chemical pregnancy is another reason a woman may think she's pregnant. During a chemical pregnancy, an egg is fertilized and implants in the uterine wall, but the levels of pregnancy hormones remain low -- although the home pregnancy test turned faintly positive, the pregnancy isn't viable.