OurBigBook About$ Donate
 Sign in Sign up

Prediction interval for a ratio of log-normal responses

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Statistical inference Prediction interval
Created 2026-09-29 Updated 2026-10-03  0 By others on same topic  0 Discussions Create my own version
Suppose independent future log responses satisfy Zj​=xjT​β+εj​, where the errors have variance σ2. Conditional on a fitted normal linear model, the predicted log ratio Z1​−Z2​ has estimated mean (x1​−x2​)Tβ​ and estimated variance
(x1​−x2​)TVar(β​)(x1​−x2​)+2σ2.
(1)
A Student t interval on this logarithmic scale can be exponentiated to obtain a prediction interval for the positive ratio.

 Ancestors (6)

  1. Prediction interval
  2. Statistical inference
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 1 / 13J / iii / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook