Its where the egg is fertilised and you may experience some symptoms and get a positive test, but then the fertilised egg doesnt attach properly, or attaches in the wrong place and is shed shortly after as a period. Its not a miscarriage as such because the pregnancy is only "chemical", and a large number (I forget the stats but think its about 50%?) of pregnancies end this way before they have even begun, and infact most women would never even be aware of what was happening but just experience a slightly late and/or heavier period than normal.