Wilcox, Rand - In: Journal of Applied Statistics 33 (2006) 3, pp. 317-326
When working with a single random variable, the simplest and most obvious approach when estimating a 1 - γ prediction interval, is to estimate the γ/2 and 1 - γ/2 quantiles. The paper compares the small-sample properties of several methods aimed at estimating an interval that contains the 1 -...