BS ISO 16269-8:2004 - Page 2

Statistical interpretation of data. Determination of prediction intervals | Status: Current, Under review

1 Scope This part of ISO 16269 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:

1. a) normally distributed with unknown standard deviation;
2. b) normally distributed with known standard deviation;
3. c) 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 cases a) and b) may also be used for non-normally distributed populations that can be transformed to normality. For cases a) and b) the tables presented in this part of ISO 16269 are restricted to prediction intervals containing all the further m sampled values of the variable. For case c) 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.