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

Function NameDescription
predIntGamma,Prediction interval for the next \(k\)
predIntGammaAltobservations or next set of \(k\) means for a
Gamma distribution.
predIntGammaSimultaneous,Construct a simultaneous prediction interval for the
predIntGammaAltSimultaneousnext \(r\) sampling occasions based on a
Gamma distribution.
predIntLnorm,Prediction interval for the next \(k\)
predIntLnormAltobservations or geometric means from a
Lognormal distribution.
predIntLnormSimultaneous,Construct a simultaneous prediction interval for the
predIntLnormAltSimultaneousnext \(r\) sampling occasions based on a
Lognormal distribution.
predIntNormPrediction interval for the next \(k\) observations
or means from a Normal (Gaussian) distribution.
predIntNormKCompute the value of \(K\) for a prediction interval
for a Normal distribution.
predIntNormSimultaneousConstruct a simultaneous prediction interval for the
next \(r\) sampling occasions based on a
Normal distribution.
predIntNormSimultaneousKCompute the value of \(K\) for a simultaneous
prediction interval for the next \(r\) sampling
occasions based on a Normal distribution.
predIntNparNonparametric prediction interval for the next \(k\)
of \(K\) observations.
predIntNparSimultaneousConstruct a nonparametric simultaneous prediction
interval for the next \(r\) sampling occasions.
predIntPoisPrediction interval for the next \(k\) observations
or sums from a Poisson distribution.