statistical inference, specifically predictive inference, a prediction interval is an estimate of an interval in which a future observation will fall, with a certain...

"In the parameters-known case, a 95% tolerance interval and a 95% prediction interval are the same." If we knew a population's exact parameters, we would...

include likelihood intervals, fiducial intervals, tolerance intervals, and prediction intervals. For a non-statistical method, interval estimates can be...

and vice versa – more allowed errors produce tighter prediction intervals. The conformal prediction first arose in a collaboration between Gammerman, Vovk...

of prediction intervals. A prediction interval [L,U], consisting of a lower endpoint designated L and an upper endpoint designated U, is an interval such...

expected to occur, if the prediction were correct and the standard deviation appropriately quantified. See prediction interval. While the standard deviation...

data or the true values. A prediction interval that represents the uncertainty may accompany the point prediction. Such intervals tend to expand rapidly as...

sampling distribution of the statistic. A 95% confidence interval for ρ can be defined as the interval spanning from the 2.5th to the 97.5th percentile of...

confidence level 1 − α . The t distribution can be used to construct a prediction interval for an unobserved sample from a normal distribution with unknown...

needed] Prediction bands are related to prediction intervals in the same way that confidence bands are related to confidence intervals. Prediction bands...