is the 95% normal upper prediction limit. When
the data are lognormally distributed, using the exponential of
the above equation computed on the natural log transformed data
provides a prediction limit for the median of the n future samples
and not the mean. The program, referenced developed in connection
with the paper by Bhaumik and Gibbons (2004) in Technometrics (and
referenced therein), provides the appropriate lognormal prediction
limit for the mean of the n future samples.
"An Upper Prediction Limit for the Arithmetic Mean of a Lognormal
Random Variable" by Bhaumik D.K., and Gibbons R.D. (2004) Technometrics,
46, 239-248 |