Prediction interval

Diagram showing the cumulative distribution function for the normal distribution with mean (µ) 0 and variance (σ2) 1. In addition to the quantile function, the prediction interval for any standard score can be calculated by (1 − (1 − Φµ,σ2(standard score))·2). For example, a standard score of x = 1.96 gives Φµ,σ2(1.96) = 0.9750 corresponding to a prediction interval of (1 − (1 − 0.9750)·2) = 0.9500 = 95%.

In statistical inference, specifically predictive inference, a prediction interval is an estimate of an interval in which future observations will fall, with a certain probability, given what has already been observed. Prediction intervals are often used in regression analysis.

单词	Prediction interval
释义	Prediction interval 英语百科 Prediction interval In statistical inference, specifically predictive inference, a prediction interval is an estimate of an interval in which future observations will fall, with a certain probability, given what has already been observed. Prediction intervals are often used in regression analysis.
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