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Journal of Quality Technology
A Quarterly Journal of Methods, Applications and Related Topics
Volume 5, 1973 - Issue 4
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Articles

A Survey of Prediction Intervals and their Applications

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Pages 178-188 | Published online: 27 Feb 2018

References

Periodicals

  • Aitchison, J. and Sculthorpe, D., “Some Problems of Statistical Prediction,” Biometrika, vol. 52, 1965, pp. 469–483.
  • Antle, C. E., and Rademaker, F., “An Upper Confidence Limit on the Maximum of m Future Observations from a Type I Extreme Value Distribution,” Biometrika, vol. 59, 1972, pp. 475–477.
  • Baker, G. A., “The Probability that the Mean of a Second Sample will Differ from the Mean of a First Sample by Less than a Certain Multiple of the Standard Deviation of the First Sample,” Annals of Mathematical Statistics, vol. 6, 1935, pp. 197–201.
  • Bratcher, T. L., Schucany, W. R.; and Hunt, W. R., “Bayesian Prediction and Population Size Assumptions,” Technometrics, vol. 13, 1971, pp. 678–681.
  • Chew, V., “Confidence, Prediction and Tolerance Regions for the Multivariate Normal Distribution,” Journal of the American Statistical Association, vol. 61, 1966, pp. 605–617.
  • Chew, V., “Simultaneous Prediction Intervals,” Technometrics, vol. 10, 1968, pp. 323–330.
  • Danziger, L., and Davis, S. A., “Tables of Distribution-Free Tolerance Limits,” Annals of Mathematical Statistics, vol. 35, 1964, pp. 1361–1365.
  • Faulkenberry, G. D. “A Method of Obtaining Prediction Intervals,” Journal of the American Statistical Association, vol. 68, 1973, pp. 433–435.
  • Hahn, G. J., “Finding an Interval for the Next Observation from a Normal Distribution,” Journal of Quality Technology, vol. 1, 1969, pp. 168–171.
  • Hahn, G. J., “Factors for Calculating Two-Sided Prediction Intervals for Samples from a Normal Distribution,” Journal of the American Statistical Association, vol. 64, 1969, pp. 878–888.
  • Hahn, G. J., “Statistical Intervals for a Normal Population,” Journal of Quality Technology, vol. 2, 1970, pp. 115–125 and pp. 195–206.
  • Hahn, G. J., “Additional Factors for Calculating Prediction Intervals for Samples from a Normal Distribution,” Journal of the American Statistical Association, vol. 65, 1970, pp. 1668–1676.
  • Hahn, G. J., “Understanding Statistical Intervals,” Industrial Engineering, vol. 2, December 1970, pp. 45–48.
  • Hahn, G. J., “Prediction Intervals to Contain All Future Observations for a Regression Model,” Technometrics, vol. 14, 1972, pp. 203–213.
  • Hahn, G. J., “Simultaneous Prediction Intervals to Contain the Variability of Future Samples from a Normal Distribution,” Journal of the American Statistical Association, vol. 68, 1972, pp. 938–942.
  • Hahn, G. J., and Hendrickson, R. W., “A Table of Percentage Points of the Distribution of the Largest Absolute Value of k Student-t Variates and Its Applications,” Biometrika, vol. 58, 1971, pp. 323–332.
  • Hewett, J. E., “A Note on Prediction Intervals Based on Partial Observations in Certain Life Test Experiments,” Technometrics, vol. 10, 1968, pp. 850–853.
  • Hewett, J. E., and Bulgren, W. G., “Inequalities of Some Multivariate f-Distributions with Applications,” Technometrics, vol. 13, 1971, pp. 397–402.
  • Hickman, J. C., “Preliminary Regional Forecasts for the Outcome of an Estimation Problem,” Journal of the American Statistical Association, vol. 58, 1963, pp. 1104–1112.
  • Kabe, D. G., “On Multivariate Prediction Intervals for Sample Mean and Covariance Based on Partial Observations,” Journal of the American Statistical Association, vol. 62, 1967, pp. 634–637.
  • Krishnaiah, P. R., and Armitage, J. V., “Tables for Multivariate t-Distribution,” Sankhya, vol. 28, Series B, 1966, pp. 31–56.
  • Lawless, J. F., “A Prediction Problem Concerning Samples from the Exponential Distribution, with Applications in Life-Testing,” Technometrics, vol. 13, 1971, pp. 725–730.
  • Lawless, J. F., “On Prediction Intervals for Samples from the Exponential Distribution and Preduction Limits for System Survival,” Sankhya, vol. 34, Series B, 1972, pp. 1–14.
  • Lieberman, G. J., “Prediction Regions for Several Predictions from a Single Regression Line,” Technometrics, vol. 3, 1961, pp. 21–27.
  • Mann, N. R., “Warranty Periods Based on Three Ordered Sample Observations from a Weibull Population,” IEEE Transactions on Reliability, vol. R-19, 1970, pp. 167–171.
  • Mann, N. R., and Saunders, S. C., “On Evaluation of Warranty Assurance When Life Has a Weibull Distribution,” Biometrika, vol. 56, 1969, pp. 615–625.
  • Nelson, Wayne, “Confidence Intervals for the Ratio of Two Poisson Means and Poisson Predictor Intervals,” IEEE Transactions on Reliability, vol. 19, 1970, pp. 42–49.
  • Nelson, Wayne, “A Statistical Prediction Interval for Availability,” IEEE Transactions on Reliability, vol. 19, 1970, pp. 170–189.
  • Nelson, Wayne, “A Short Life Test for Comparing a Sample with Previous Accelerated Test Results,” Technometrics, vol. 14, 1972, pp. 175–186.
  • Proschan, F., “Confidence and Tolerance Intervals for the Normal Distribution,” Journal of the American Statistical Association, vol. 48, 1953, pp. 550–564.
  • Rosenbaum, W., “Tables for a Non-parametric Test of Dispersion,” Annals of Mathematical Statistics, vol. 24, 1953, pp. 550–564.
  • Saunders, S. C., “On the Determination of a Safe Life for Distributions Classified by Failure Rate,” Technometrics, vol. 10, 1968, pp. 361–377.
  • Shah, B. V., “On Predicting Failures in a Future Time Period from Known Observations,” IEEE Transactions on Reliability, vol. R-18, 1969, pp. 203–204.
  • Thatcher, A. R., “Relationships Between Bayesian and Confidence Limits for Predictions,” Journal of the Royal Statistical Society, vol. B26, 1964, pp. 176–210.
  • Weiss, L., “A Note on Confidence Sets for Random Variables,” Annals of Mathematical Statistics, vol. 26, 1955, pp. 142–144.
  • Wilks, S., “Statistical Prediction with Special Reference to the Problem of Tolerance Limits,” Annals of Mathematical Statistics, vol. 13, 1942, pp. 400–409.

Books

  • Gumbel, E. J., Statistics of Extremes, Columbia University Press, New York, N.Y., 1958.
  • Guttman, I., Statistical Tolerance Regions: Classical and Bayesian, Hafner Publishing Company, Riverside, N.J., 1970.
  • Krishnaiah, P. R., and Armitage, J. V., “On a Multivariate F Distribution,” Chapter 22, of Essays in Probability and Statistics, edited by Bose, Chakravarti, Mahalanobis, Rao and Smith, University of North Carolina Press, Chapel Hill, N.C., 1970.
  • Lieberman, G. J. and Owen, D. B., Tables of the Hypergeometric Probability Distribution, Stanford University Press, Stanford, Calif., 1961.
  • Miller, Rupert G., Jr., Simultaneous Statistical Inference, McGraw-Hill Book Company, New York, N.Y., 1966.
  • Walsh, J. E., Handbook of Nonparametric Statistics, Van Nostrand Book Company, Princeton, N.J., 1962.
  • Weiss, L., Statistical Decision Theory, McGraw-Hill Book Company, New York, N.Y., 1961.
  • Wilks, S. S., Mathematical Statistics, John Wiley & Sons, New York, N.Y., 1962.

Company and Government Reports

  • Summary Statistics Package—ONESAM Document 003401, General Electric Information Service Department, 7735 Old Georgetown Road, Bethesda, Maryland.
  • Armitage, J. V. and Krishnaiah, P. R., “Tables for the Studentized Largest Chi-Square Distribution and Their Applications,” ARL 64-188, Aerospace Research Laboratories, Wright-Patterson Air Force Base, Ohio, 1964.
  • Hahn, G. J., “Prediction Intervals for a Normal Distribution,” General Electric Company TIS Report 71-C-038, 1971.
  • Hahn, G. J., “A Simultaneous Prediction Limit on the Means of k Future Samples from an Exponential Distribution”, General Electric Company TIS Report, 73CRD253, 1973.
  • Krishnaiah, P. R., and Armitage, J. V., “Distribution of the Studentized Smallest Chi-Square with Tables and Applications,” ARL 64-218, Aerospace Research Laboratories, Wright-Patterson Air Force Base, Ohio, 1964.
  • Krishnaiah, P. R. and Armitage, J. V., “Tables for the Distribution of the Maximum of Correlated Chi-Square Variates with One Degree of Freedom,” Aerospace Research Laboratories Report ARL 65-136, Wright-Patterson Air Force Base, Ohio, 1965.
  • Milton, R. C., “Tables of the Equally Correlated Multivariate Normal Integral,” Technical Report No. 27, Department of Statistics, University of Minnesota, Minneapolis, Minn., 1963.
  • Nelson, W. B., “Two-Sample Prediction,” General Electric Company TIS Report 68-C-404, 1968.

Transactions and Proceedings

  • Easterling, R. G. and Hall, I. J., “Prediction Intervals for Life Testing,” Annals of Assurance Sciences, 1971, pp. 389–393.
  • Gumbel, E. J., Statistical Theory of Extreme Values and Some Practical Applications, National Bureau of Standards, Applied Mathematics Series 33, 1954.
  • Hahn, G. J., “Some Further Simultaneous Prediction Intervals,” 1972 Annual Meeting, American Statistical Association, Montreal, Canada, August 1972.
  • Hall, I. J. and Prairie, R. R., “An Application of Prediction Intervals to Product Acceptance,” Annual Meeting, American Statistical Association, Detroit, Mich., December 1970. (See also Technometrics, November 1973.)
  • Kaminsky, K. S., and Nelson, P. I., “Prediction Intervals for the Exponential Distribution using Selected Subsets of the Data,” Annual Meeting, Institute of Mathematical Statistics, Hanover, N.H., August 1972.
  • Kaminsky, K. S. and Nelson, P. I., “Large Sample Prediction Intervals for a Sample Quantile from Compressed Data,” 1972 Annual Meetings, American Statistical Association, Montreal, Canada, August 1972.
  • Owen, D. B., “Distribution-Free Tolerance Limits for an Additional Finite Sample as Obtained from the Hypergeometric Distribution,” 1961 Western Region ASQC Conference, Anaheim, Calif. (also Sandia Corporation Report SCR-285, Albuquerque, New Mexico).

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