A New Approach to the Determination of Exact and Approximate One-Sided Prediction Intervals for Normal and Lognormal Distributions, with Tables.
ROCKWELL INTERNATIONAL CORP CANOGA PARK CALIF ROCKETDYNE DIV
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In the report, it is assumed that n observations are to be made available from a single normal or lognormal distribution. Further, it is assumed that the sample mean and standard deviation are to be used to predict an interval within which a group of m observations another sample of size m from the same distribution will lie with probability gamma. In this report, the expression defining one-sided prediction intervals has been reformulated in terms of the first order statistic from the future sample of size m. This allows for computation of the exact values for obtaining the one-sided prediction intervals by numerical integration of a single integral. Modified author abstract
- Statistics and Probability