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

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

the prediction and tolerance intervals become equal." The tolerance interval is less widely known than the confidence interval and prediction interval, a...

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

confidence[vague] interval w(x). This is a pointwise prediction interval.[vague] It would be possible to construct a simultaneous interval[vague] for a finite...

confidence intervals, roughly 95% of them will contain 3.5 (and the width of the confidence interval shrinks with sample size). A prediction interval, on the...

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...

{\displaystyle (n-1)/(n+1)} prediction interval of [m,M]. For example, if n = 19, then [m,M] gives an 18/20 = 90% prediction interval – 90% of the time, the...

proportion of instances where the interval surrounds the true value as assessed by long-run frequency. In statistical prediction, the coverage probability is...

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...

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...

9772, corresponding to a prediction interval of (1 − (1 − 0.97725)·2) = 0.9545 = 95.45%. This is not a symmetrical interval – this is merely the probability...

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...

if appropriate. A basic example is given by prediction intervals: For the normal distribution, the interval [ μ − σ , μ + σ ] {\displaystyle [\mu -\sigma...

In Bayesian statistics, a credible interval is an interval used to characterize a probability distribution. It is defined such that an unobserved parameter...

Information field theory Population proportion Philosophy of statistics Prediction interval Predictive analytics Predictive modelling Stylometry According to...

ratio test Uniformly most powerful test Exact test Confidence interval Prediction interval Decision theory Optimal decision Type I and type II errors Decision...

mean or arithmetic mean). To account for these estimations, the 95% prediction interval (95% PI) is calculated as: 95% PI = mean ± t0.975,n−1·√(n+1)/n·sd...

can be used to compute a prediction interval for the next observation X n + 1 ; {\displaystyle X_{n+1};} see Prediction interval: Normal distribution. In...

Median unbiased Plug-in Interval estimation Confidence interval Pivot Likelihood interval Prediction interval Tolerance interval Resampling Bootstrap Jackknife...

(LMP). There is also considerable variability in this interval, with a 95% prediction interval of the ovulation of 9 to 20 days after menstruation even...

for the same time interval, positive intervals are always timelike. If s 2 {\displaystyle s^{2}} is negative, the spacetime interval is said to be spacelike...

Autoregressive model Linear predictive analysis Minimum mean square error Prediction interval Rasta filtering "Kalman Filter - an overview | ScienceDirect Topics"...

classification with four levels, or scales, of measurement: nominal, ordinal, interval, and ratio. This framework of distinguishing levels of measurement originated...

PMID 26064558. Lee DK (December 2016). "Alternatives to P value: confidence interval and effect size". Korean Journal of Anesthesiology. 69 (6): 555–562. doi:10...

scale of the data, which can be interval-based, ordinal or nominal. Nominal scale is also known as categorical. Interval scale is also known as numerical...

of each variable is divided into M {\displaystyle M} equally probable intervals. M {\displaystyle M} sample points are then placed to satisfy the Latin...

Median unbiased Plug-in Interval estimation Confidence interval Pivot Likelihood interval Prediction interval Tolerance interval Resampling Bootstrap Jackknife...

Median unbiased Plug-in Interval estimation Confidence interval Pivot Likelihood interval Prediction interval Tolerance interval Resampling Bootstrap Jackknife...