prediction-intervals

  1. P

    Propagate error with prediction interval

    I have a linear dataset with known values of X & Y in R. I treat the dataset as a linear model. I have a data point with a known value of X and an unknown value of Y. The X value has an associated instrument error. Goal: compute the prediction interval (of Y) for the data point based on...
  2. J

    Delta method to assess the confidence and prediction intervals

    I want to calculate the table of confidence and prediction intervals for a custom Cumulative Distribution Function or CDF, and I am following the forums and articles aid. My major cuestions that I repeat bellow are these: 1.- I had to obtain the ACOV matrix and I use the inverse of the...