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.
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. |