Abstract
ISO 16269-8:2004 specifies methods of determining prediction intervals for a single continuously distributed variable. These are ranges of values of the variable, derived from a random sample of size n, for which a prediction relating to a further randomly selected sample of size m from the same population may be made with a specified confidence.
Three different types of population are considered, namely normally distributed with unknown standard deviation, normally distributed with known standard deviation, and continuous but of unknown form.
For each of these three types of population, two methods are presented, one for one-sided prediction intervals and one for symmetric two-sided prediction intervals. In all cases, there is a choice from among six confidence levels.
The methods presented for types of population that are normally distributed with unknown standard deviation and normally distributed with known standard deviation may also be used for non-normally distributed populations that can be transformed to normality.
For types of population that are normally distributed with unknown standard deviation and normally distributed with known standard deviation, the tables presented in ISO 16269-8:2004 are restricted to prediction intervals containing all the further m sampled values of the variable. For types of population that are continuous but of unknown form, the tables relate to prediction intervals that contain at least m - r of the next m values, where r takes values from 0 to 10 or 0 to m - 1, whichever range is smaller.
For normally distributed populations, a procedure is also provided for calculating prediction intervals for the mean of m further observations.
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