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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

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

Thank you Phil!

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.