A prediction interval is the human-made statistical procedure that, given a sample and a statistical model, produces a range expected to contain a future observation with a specified probability. It differs from a confidence interval by accounting for both parameter uncertainty and inherent data variability, and persists through statistical software, predictive modeling workflows, and decision-theoretic frameworks. [formal: intervallum praedictionis | substrate: mind | horizon: hours | explicit: yes | epoch: 0.10]
Accepted ontology entry
prediction interval
A prediction interval is the human-made statistical procedure that, given a sample and a statistical model, produces a range expected to contain a future observation with a specified probability. It differs from a confidence interval by ac…
Definition
Why it is in scope
A range of values, computed from sample data, that is predicted to contain a future individual observation with a specified probability. Human-made through statistical inference practice, persists through predictive modeling, quality control, and forecasting standards.
Names and aliases
- prediction intervalen · CANONICAL
Relations from this entry
- cmsm0cr9y00331q137lslor2hDEPENDS_ON →
A prediction interval is computed from a fitted statistical model. Remove the statistical model and the prediction interval ceases to operate — it has no mechanism for computing its range without model parameters and error estimates.
- cmrw8j58t00bukyo6ybzx32wpDERIVED_FROM →
which-came-first: confidence intervals (1930s, Neyman) predate prediction intervals (1930s, also Neyman but later in his work on tolerance regions). Prediction intervals were built on the confidence interval framework, extending it from parameter estimation to future observation. Confidence intervals existed first and fed into prediction intervals.
- cmrxj3acr03cmsoacx73fal1oDERIVED_FROM →
Test: which came first? Prediction intervals are statistical constructs for estimating the range within which a future observation will fall with a given probability. They only exist within statistical theory — the concept of prediction (forecasting) predates statistics, but prediction intervals as a formal statistical tool were derived from and are rooted in statistical theory. Statistics existed first and fed into the development of prediction intervals as a specific statistical method.
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Record identity
- Created
- Aug 9, 2026, 5:54 PM UTC
- Content hash
- fff484ac7ca0913f54c8795c9e535681d98fa654005568c5f93554a1f67507b4