A common application of prediction intervals is to regression analysis.

The sample maximum and minimum provide a non-parametric prediction interval:

Methods of constructing prediction intervals will also be examined.

A reference range is usually defined as the set of values 95 percent of the normal population falls within (that is, 95% prediction interval).

They can be used to construct prediction intervals.

Some experts have shown that it is difficult to estimate the prediction intervals of forecasts that have contrary series.

The concept of prediction intervals need not be restricted to inference just a single future sample value but can be extended to more complicated cases.

One then uses the quantile function with these estimated parameters to give a prediction interval.

One can compute prediction intervals without any assumptions on the population; formally, this is a non-parametric method.

Also, standard score can be used in the calculation of prediction intervals.