Prediction intervals to contain the mean or median of m future observations

Description

Calculates parametric and non-parametric prediction intervals to contain the mean of m future observations given a observed sample

Usage

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precint(x, m, level=0.95, alternative="two.sided")
nparprecint(x, m, level=0.95, alternative="two.sided")

Arguments

x

A numeric vector with a sample of observations

m

Size of future sample

level

Confidence level

alternative

One of "two.sided", "less", or "greater" to calculate two- or one-sided intervals

Value

An object inheriting from class PrecInterval, or nparPrecInterval

References

Hahn, GJ and Meeker, WQ (1991): Statistical Intervals. Wiley, New York.

Chakraborti, S., Van der Laan, P., Van de Wiel, M.A. (2004): A class of distribution-free control charts. Applied Statistics 53(3):443-462.

See Also

predint

Examples

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x <- rnorm(50)
precint(x, m=10)
nparprecint(x, m=10)