Sample Sizes for Prediction Intervals

Abstract

Prediction intervals provide bounds to contain the results of a future sample, based upon the results of a past sample from the same population. Such intervals are frequently required in quality control. This paper deals with sample size requirements for obtaining a prediction interval to contain a single future observation, and more generally the mean of a future sample, from a normal population. Charts, tables and a numerical example are provided. The extension of the concepts to other situations, such as a prediction interval to contain all of k future observations and one to contain the standard deviation of a future sample, is indicated.

• Prediction Intervals
• Tolerance Intervals
• Sample Size

Additional information

Notes on contributors

William Q. Meeker

Dr. Meeker is a Professor of Statistics and a member of ASQC.

Gerald J. Hahn

Dr. Hahn is Manager—Statistics Program, General Electric Corporate Research and Development and is an Adjunct Professor at Union College. He is a Fellow of ASQC.