EnvStats (version 2.1.1)

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

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.