FcnsByCatPredInts: EnvStats Functions for Prediction Intervals
Description
The EnvStats functions listed below are useful for computing prediction intervals and
simultaneous prediction intervals. See Power and Sample Size for a
list of functions useful for computing power and sample size for a design based on a
prediction interval width, or a design based on a hypothesis test for future observations
falling outside of a prediciton interval.Details
ll{
Function Name Description
predIntGamma, Prediction interval for the next $k$
predIntGammaAlt observations or next set of $k$ means for a
Gamma distribution.
predIntGammaSimultaneous, Construct a simultaneous prediction interval for the
predIntGammaAltSimultaneous next $r$ sampling occasions based on a
Gamma distribution.
predIntLnorm, Prediction interval for the next $k$
predIntLnormAlt observations or geometric means from a
Lognormal distribution.
predIntLnormSimultaneous, Construct a simultaneous prediction interval for the
predIntLnormAltSimultaneous next $r$ sampling occasions based on a
Lognormal distribution.
predIntNorm Prediction interval for the next $k$ observations
or means from a Normal (Gaussian) distribution.
predIntNormK Compute the value of $K$ for a prediction interval
for a Normal distribution.
predIntNormSimultaneous Construct a simultaneous prediction interval for the
next $r$ sampling occasions based on a
Normal distribution.
predIntNormSimultaneousK Compute the value of $K$ for a simultaneous
prediction interval for the next $r$ sampling
occasions based on a Normal distribution.
predIntNpar Nonparametric prediction interval for the next $k$
of $K$ observations.
predIntNparSimultaneous Construct a nonparametric simultaneous prediction
interval for the next $r$ sampling occasions.
predIntPois Prediction interval for the next $k$ observations
or sums from a Poisson distribution.
}