One Sided Prediction Intervals for Normal and Log-Normal Distributions, with Tables - II.
ROCKWELL INTERNATIONAL CANOGA PARK CALIF ROCKETDYNE DIV
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A simplified method for computing exact one-sided prediction intervals for Gaussian processes is presented along with tables of coefficients necessary to obtain actual prediction intervals. The tables pertain to selected values of current sample size, n, future sample size, m, and number of items, m-l, in a future sample to be included in the prediction interval. The table gives coefficients for n 21155301050, infinity, m 20,25,301080, and l 118. An example is provided which demonstrates the use of the table.
- Statistics and Probability