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Level II

## Why is the prediction interval (individual) getting larger with larger sample size?

Hi All,

I am using JMP14 to calculate the prediction  interval of individuals.  On the figure below you will see:

n=1             PI  (     74.5  - 125.5)

n=10           PI  (  63.5     -    136.5)

n=100,000   PI  (34.6       -        165.4)

Should the PI (individual) interval get narrower  as the PI (mean)?

Thx

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Staff

## Re: Why is the prediction interval (individual) getting larger with larger sample size?

Hi,

I think this is a misunderstanding about prediction intervals. The intervals get wider with higher N because these are intervals within which you expect to find all N observations. I found this white paper really useful in understanding the differences between confidence, prediction and tolerance intervals.

Hope that helps.

Phil

2 REPLIES 2
Highlighted
Staff

## Re: Why is the prediction interval (individual) getting larger with larger sample size?

Hi,

I think this is a misunderstanding about prediction intervals. The intervals get wider with higher N because these are intervals within which you expect to find all N observations. I found this white paper really useful in understanding the differences between confidence, prediction and tolerance intervals.

Hope that helps.

Phil

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Level II

## Re: Why is the prediction interval (individual) getting larger with larger sample size?

Thank you Phil!

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